CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.0304 1.0315 0.0011 0.1% 1.0310
High 1.0320 1.0315 -0.0005 0.0% 1.0322
Low 1.0304 1.0288 -0.0016 -0.2% 1.0254
Close 1.0320 1.0288 -0.0032 -0.3% 1.0288
Range 0.0016 0.0027 0.0011 68.8% 0.0068
ATR 0.0053 0.0052 -0.0002 -2.9% 0.0000
Volume 20 81 61 305.0% 107
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0378 1.0360 1.0303
R3 1.0351 1.0333 1.0295
R2 1.0324 1.0324 1.0293
R1 1.0306 1.0306 1.0290 1.0302
PP 1.0297 1.0297 1.0297 1.0295
S1 1.0279 1.0279 1.0286 1.0275
S2 1.0270 1.0270 1.0283
S3 1.0243 1.0252 1.0281
S4 1.0216 1.0225 1.0273
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0492 1.0458 1.0325
R3 1.0424 1.0390 1.0307
R2 1.0356 1.0356 1.0300
R1 1.0322 1.0322 1.0294 1.0305
PP 1.0288 1.0288 1.0288 1.0280
S1 1.0254 1.0254 1.0282 1.0237
S2 1.0220 1.0220 1.0276
S3 1.0152 1.0186 1.0269
S4 1.0084 1.0118 1.0251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0254 0.0068 0.7% 0.0025 0.2% 50% False False 21
10 1.0370 1.0254 0.0116 1.1% 0.0018 0.2% 29% False False 14
20 1.0370 1.0085 0.0285 2.8% 0.0029 0.3% 71% False False 12
40 1.0606 1.0085 0.0521 5.1% 0.0030 0.3% 39% False False 20
60 1.0730 1.0085 0.0645 6.3% 0.0024 0.2% 31% False False 14
80 1.1081 1.0085 0.0996 9.7% 0.0018 0.2% 20% False False 10
100 1.1117 1.0085 0.1032 10.0% 0.0016 0.2% 20% False False 8
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0386
1.618 1.0359
1.000 1.0342
0.618 1.0332
HIGH 1.0315
0.618 1.0305
0.500 1.0302
0.382 1.0298
LOW 1.0288
0.618 1.0271
1.000 1.0261
1.618 1.0244
2.618 1.0217
4.250 1.0173
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.0302 1.0288
PP 1.0297 1.0287
S1 1.0293 1.0287

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

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