CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.0280 1.0269 -0.0011 -0.1% 1.0335
High 1.0280 1.0269 -0.0011 -0.1% 1.0370
Low 1.0268 1.0269 0.0001 0.0% 1.0268
Close 1.0268 1.0269 0.0001 0.0% 1.0269
Range 0.0012 0.0000 -0.0012 -100.0% 0.0102
ATR 0.0061 0.0057 -0.0004 -7.0% 0.0000
Volume 1 1 0 0.0% 33
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0269 1.0269 1.0269
R3 1.0269 1.0269 1.0269
R2 1.0269 1.0269 1.0269
R1 1.0269 1.0269 1.0269 1.0269
PP 1.0269 1.0269 1.0269 1.0269
S1 1.0269 1.0269 1.0269 1.0269
S2 1.0269 1.0269 1.0269
S3 1.0269 1.0269 1.0269
S4 1.0269 1.0269 1.0269
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0608 1.0541 1.0325
R3 1.0506 1.0439 1.0297
R2 1.0404 1.0404 1.0288
R1 1.0337 1.0337 1.0278 1.0320
PP 1.0302 1.0302 1.0302 1.0294
S1 1.0235 1.0235 1.0260 1.0218
S2 1.0200 1.0200 1.0250
S3 1.0098 1.0133 1.0241
S4 0.9996 1.0031 1.0213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0370 1.0268 0.0102 1.0% 0.0010 0.1% 1% False False 6
10 1.0370 1.0162 0.0208 2.0% 0.0031 0.3% 51% False False 10
20 1.0370 1.0085 0.0285 2.8% 0.0030 0.3% 65% False False 8
40 1.0730 1.0085 0.0645 6.3% 0.0032 0.3% 29% False False 18
60 1.0730 1.0085 0.0645 6.3% 0.0022 0.2% 29% False False 12
80 1.1081 1.0085 0.0996 9.7% 0.0017 0.2% 18% False False 9
100 1.1117 1.0085 0.1032 10.0% 0.0014 0.1% 18% False False 7
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0269
1.618 1.0269
1.000 1.0269
0.618 1.0269
HIGH 1.0269
0.618 1.0269
0.500 1.0269
0.382 1.0269
LOW 1.0269
0.618 1.0269
1.000 1.0269
1.618 1.0269
2.618 1.0269
4.250 1.0269
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.0269 1.0296
PP 1.0269 1.0287
S1 1.0269 1.0278

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

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