CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.0476 1.0450 -0.0026 -0.2% 1.0287
High 1.0487 1.0457 -0.0030 -0.3% 1.0499
Low 1.0437 1.0431 -0.0006 -0.1% 1.0287
Close 1.0450 1.0436 -0.0014 -0.1% 1.0450
Range 0.0050 0.0026 -0.0024 -48.0% 0.0212
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 37 143 106 286.5% 82
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0519 1.0504 1.0450
R3 1.0493 1.0478 1.0443
R2 1.0467 1.0467 1.0441
R1 1.0452 1.0452 1.0438 1.0447
PP 1.0441 1.0441 1.0441 1.0439
S1 1.0426 1.0426 1.0434 1.0421
S2 1.0415 1.0415 1.0431
S3 1.0389 1.0400 1.0429
S4 1.0363 1.0374 1.0422
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 1.0385 0.0114 1.1% 0.0041 0.4% 45% False False 43
10 1.0499 1.0254 0.0245 2.3% 0.0034 0.3% 74% False False 33
20 1.0499 1.0162 0.0337 3.2% 0.0033 0.3% 81% False False 21
40 1.0550 1.0085 0.0465 4.5% 0.0032 0.3% 75% False False 15
60 1.0730 1.0085 0.0645 6.2% 0.0027 0.3% 54% False False 17
80 1.0935 1.0085 0.0850 8.1% 0.0021 0.2% 41% False False 13
100 1.1081 1.0085 0.0996 9.5% 0.0018 0.2% 35% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0568
2.618 1.0525
1.618 1.0499
1.000 1.0483
0.618 1.0473
HIGH 1.0457
0.618 1.0447
0.500 1.0444
0.382 1.0441
LOW 1.0431
0.618 1.0415
1.000 1.0405
1.618 1.0389
2.618 1.0363
4.250 1.0321
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.0444 1.0465
PP 1.0441 1.0455
S1 1.0439 1.0446

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

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