CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.0139 1.0085 -0.0054 -0.5% 1.0196
High 1.0139 1.0085 -0.0054 -0.5% 1.0272
Low 1.0138 1.0085 -0.0053 -0.5% 1.0153
Close 1.0138 1.0085 -0.0053 -0.5% 1.0164
Range 0.0001 0.0000 -0.0001 -100.0% 0.0119
ATR 0.0057 0.0057 0.0000 -0.5% 0.0000
Volume 8 5 -3 -37.5% 33
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0085 1.0085 1.0085
R3 1.0085 1.0085 1.0085
R2 1.0085 1.0085 1.0085
R1 1.0085 1.0085 1.0085 1.0085
PP 1.0085 1.0085 1.0085 1.0085
S1 1.0085 1.0085 1.0085 1.0085
S2 1.0085 1.0085 1.0085
S3 1.0085 1.0085 1.0085
S4 1.0085 1.0085 1.0085
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0553 1.0478 1.0229
R3 1.0434 1.0359 1.0197
R2 1.0315 1.0315 1.0186
R1 1.0240 1.0240 1.0175 1.0218
PP 1.0196 1.0196 1.0196 1.0186
S1 1.0121 1.0121 1.0153 1.0099
S2 1.0077 1.0077 1.0142
S3 0.9958 1.0002 1.0131
S4 0.9839 0.9883 1.0099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0272 1.0085 0.0187 1.9% 0.0016 0.2% 0% False True 7
10 1.0272 1.0085 0.0187 1.9% 0.0021 0.2% 0% False True 5
20 1.0606 1.0085 0.0521 5.2% 0.0030 0.3% 0% False True 29
40 1.0730 1.0085 0.0645 6.4% 0.0022 0.2% 0% False True 15
60 1.1061 1.0085 0.0976 9.7% 0.0015 0.1% 0% False True 10
80 1.1113 1.0085 0.1028 10.2% 0.0012 0.1% 0% False True 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0085
2.618 1.0085
1.618 1.0085
1.000 1.0085
0.618 1.0085
HIGH 1.0085
0.618 1.0085
0.500 1.0085
0.382 1.0085
LOW 1.0085
0.618 1.0085
1.000 1.0085
1.618 1.0085
2.618 1.0085
4.250 1.0085
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.0085 1.0128
PP 1.0085 1.0114
S1 1.0085 1.0099

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

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