CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1.0247 1.0275 0.0028 0.3% 1.0139
High 1.0294 1.0275 -0.0019 -0.2% 1.0335
Low 1.0247 1.0226 -0.0021 -0.2% 1.0085
Close 1.0287 1.0226 -0.0061 -0.6% 1.0287
Range 0.0047 0.0049 0.0002 4.3% 0.0250
ATR 0.0062 0.0062 0.0000 -0.1% 0.0000
Volume 1 58 57 5,700.0% 27
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0389 1.0357 1.0253
R3 1.0340 1.0308 1.0239
R2 1.0291 1.0291 1.0235
R1 1.0259 1.0259 1.0230 1.0251
PP 1.0242 1.0242 1.0242 1.0238
S1 1.0210 1.0210 1.0222 1.0202
S2 1.0193 1.0193 1.0217
S3 1.0144 1.0161 1.0213
S4 1.0095 1.0112 1.0199
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0986 1.0886 1.0425
R3 1.0736 1.0636 1.0356
R2 1.0486 1.0486 1.0333
R1 1.0386 1.0386 1.0310 1.0436
PP 1.0236 1.0236 1.0236 1.0261
S1 1.0136 1.0136 1.0264 1.0186
S2 0.9986 0.9986 1.0241
S3 0.9736 0.9886 1.0218
S4 0.9486 0.9636 1.0150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0335 1.0226 0.0109 1.1% 0.0040 0.4% 0% False True 16
10 1.0335 1.0085 0.0250 2.4% 0.0029 0.3% 56% False False 11
20 1.0506 1.0085 0.0421 4.1% 0.0037 0.4% 33% False False 11
40 1.0730 1.0085 0.0645 6.3% 0.0027 0.3% 22% False False 17
60 1.0886 1.0085 0.0801 7.8% 0.0019 0.2% 18% False False 12
80 1.1081 1.0085 0.0996 9.7% 0.0015 0.2% 14% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0483
2.618 1.0403
1.618 1.0354
1.000 1.0324
0.618 1.0305
HIGH 1.0275
0.618 1.0256
0.500 1.0251
0.382 1.0245
LOW 1.0226
0.618 1.0196
1.000 1.0177
1.618 1.0147
2.618 1.0098
4.250 1.0018
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1.0251 1.0260
PP 1.0242 1.0249
S1 1.0234 1.0237

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

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