CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 1.0440 1.0423 -0.0017 -0.2% 1.0517
High 1.0459 1.0423 -0.0036 -0.3% 1.0635
Low 1.0421 1.0423 0.0002 0.0% 1.0502
Close 1.0457 1.0423 -0.0034 -0.3% 1.0511
Range 0.0038 0.0000 -0.0038 -100.0% 0.0133
ATR 0.0054 0.0053 -0.0001 -2.7% 0.0000
Volume 28 140 112 400.0% 15
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0423 1.0423 1.0423
R3 1.0423 1.0423 1.0423
R2 1.0423 1.0423 1.0423
R1 1.0423 1.0423 1.0423 1.0423
PP 1.0423 1.0423 1.0423 1.0423
S1 1.0423 1.0423 1.0423 1.0423
S2 1.0423 1.0423 1.0423
S3 1.0423 1.0423 1.0423
S4 1.0423 1.0423 1.0423
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0948 1.0863 1.0584
R3 1.0815 1.0730 1.0548
R2 1.0682 1.0682 1.0535
R1 1.0597 1.0597 1.0523 1.0573
PP 1.0549 1.0549 1.0549 1.0538
S1 1.0464 1.0464 1.0499 1.0440
S2 1.0416 1.0416 1.0487
S3 1.0283 1.0331 1.0474
S4 1.0150 1.0198 1.0438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0519 1.0421 0.0098 0.9% 0.0017 0.2% 2% False False 35
10 1.0730 1.0421 0.0309 3.0% 0.0029 0.3% 1% False False 18
20 1.0730 1.0350 0.0380 3.6% 0.0014 0.1% 19% False False 9
40 1.0989 1.0350 0.0639 6.1% 0.0008 0.1% 11% False False 5
60 1.1081 1.0350 0.0731 7.0% 0.0007 0.1% 10% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0423
2.618 1.0423
1.618 1.0423
1.000 1.0423
0.618 1.0423
HIGH 1.0423
0.618 1.0423
0.500 1.0423
0.382 1.0423
LOW 1.0423
0.618 1.0423
1.000 1.0423
1.618 1.0423
2.618 1.0423
4.250 1.0423
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 1.0423 1.0441
PP 1.0423 1.0435
S1 1.0423 1.0429

These figures are updated between 7pm and 10pm EST after a trading day.

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