CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.0458 1.0476 0.0018 0.2% 1.0287
High 1.0499 1.0487 -0.0012 -0.1% 1.0499
Low 1.0458 1.0437 -0.0021 -0.2% 1.0287
Close 1.0487 1.0450 -0.0037 -0.4% 1.0450
Range 0.0041 0.0050 0.0009 22.0% 0.0212
ATR 0.0053 0.0053 0.0000 -0.4% 0.0000
Volume 13 37 24 184.6% 82
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0608 1.0579 1.0478
R3 1.0558 1.0529 1.0464
R2 1.0508 1.0508 1.0459
R1 1.0479 1.0479 1.0455 1.0469
PP 1.0458 1.0458 1.0458 1.0453
S1 1.0429 1.0429 1.0445 1.0419
S2 1.0408 1.0408 1.0441
S3 1.0358 1.0379 1.0436
S4 1.0308 1.0329 1.0423
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.1048 1.0961 1.0567
R3 1.0836 1.0749 1.0508
R2 1.0624 1.0624 1.0489
R1 1.0537 1.0537 1.0469 1.0581
PP 1.0412 1.0412 1.0412 1.0434
S1 1.0325 1.0325 1.0431 1.0369
S2 1.0200 1.0200 1.0411
S3 0.9988 1.0113 1.0392
S4 0.9776 0.9901 1.0333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0499 1.0287 0.0212 2.0% 0.0040 0.4% 77% False False 16
10 1.0499 1.0254 0.0245 2.3% 0.0032 0.3% 80% False False 18
20 1.0499 1.0162 0.0337 3.2% 0.0032 0.3% 85% False False 14
40 1.0606 1.0085 0.0521 5.0% 0.0033 0.3% 70% False False 14
60 1.0730 1.0085 0.0645 6.2% 0.0027 0.3% 57% False False 15
80 1.0984 1.0085 0.0899 8.6% 0.0021 0.2% 41% False False 11
100 1.1081 1.0085 0.0996 9.5% 0.0018 0.2% 37% 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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0700
2.618 1.0618
1.618 1.0568
1.000 1.0537
0.618 1.0518
HIGH 1.0487
0.618 1.0468
0.500 1.0462
0.382 1.0456
LOW 1.0437
0.618 1.0406
1.000 1.0387
1.618 1.0356
2.618 1.0306
4.250 1.0225
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.0462 1.0449
PP 1.0458 1.0448
S1 1.0454 1.0448

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

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