CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.0310 1.0322 0.0012 0.1% 1.0335
High 1.0310 1.0322 0.0012 0.1% 1.0370
Low 1.0298 1.0297 -0.0001 0.0% 1.0268
Close 1.0298 1.0297 -0.0001 0.0% 1.0269
Range 0.0012 0.0025 0.0013 108.3% 0.0102
ATR 0.0056 0.0053 -0.0002 -3.9% 0.0000
Volume 1 1 0 0.0% 33
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0380 1.0364 1.0311
R3 1.0355 1.0339 1.0304
R2 1.0330 1.0330 1.0302
R1 1.0314 1.0314 1.0299 1.0310
PP 1.0305 1.0305 1.0305 1.0303
S1 1.0289 1.0289 1.0295 1.0285
S2 1.0280 1.0280 1.0292
S3 1.0255 1.0264 1.0290
S4 1.0230 1.0239 1.0283
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 1.0323 1.0268 0.0055 0.5% 0.0011 0.1% 53% False False 1
10 1.0370 1.0162 0.0208 2.0% 0.0030 0.3% 65% False False 9
20 1.0370 1.0085 0.0285 2.8% 0.0028 0.3% 74% False False 8
40 1.0635 1.0085 0.0550 5.3% 0.0029 0.3% 39% False False 18
60 1.0730 1.0085 0.0645 6.3% 0.0022 0.2% 33% False False 12
80 1.1081 1.0085 0.0996 9.7% 0.0017 0.2% 21% False False 9
100 1.1117 1.0085 0.1032 10.0% 0.0015 0.1% 21% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0428
2.618 1.0387
1.618 1.0362
1.000 1.0347
0.618 1.0337
HIGH 1.0322
0.618 1.0312
0.500 1.0310
0.382 1.0307
LOW 1.0297
0.618 1.0282
1.000 1.0272
1.618 1.0257
2.618 1.0232
4.250 1.0191
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.0310 1.0297
PP 1.0305 1.0296
S1 1.0301 1.0296

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

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