CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.0443 1.0494 0.0051 0.5% 1.0450
High 1.0546 1.0531 -0.0015 -0.1% 1.0546
Low 1.0435 1.0475 0.0040 0.4% 1.0402
Close 1.0501 1.0486 -0.0015 -0.1% 1.0501
Range 0.0111 0.0056 -0.0055 -49.5% 0.0144
ATR 0.0056 0.0056 0.0000 0.0% 0.0000
Volume 602 772 170 28.2% 1,152
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0665 1.0632 1.0517
R3 1.0609 1.0576 1.0501
R2 1.0553 1.0553 1.0496
R1 1.0520 1.0520 1.0491 1.0509
PP 1.0497 1.0497 1.0497 1.0492
S1 1.0464 1.0464 1.0481 1.0453
S2 1.0441 1.0441 1.0476
S3 1.0385 1.0408 1.0471
S4 1.0329 1.0352 1.0455
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0915 1.0852 1.0580
R3 1.0771 1.0708 1.0541
R2 1.0627 1.0627 1.0527
R1 1.0564 1.0564 1.0514 1.0596
PP 1.0483 1.0483 1.0483 1.0499
S1 1.0420 1.0420 1.0488 1.0452
S2 1.0339 1.0339 1.0475
S3 1.0195 1.0276 1.0461
S4 1.0051 1.0132 1.0422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0546 1.0402 0.0144 1.4% 0.0068 0.7% 58% False False 356
10 1.0546 1.0385 0.0161 1.5% 0.0055 0.5% 63% False False 199
20 1.0546 1.0254 0.0292 2.8% 0.0036 0.3% 79% False False 106
40 1.0546 1.0085 0.0461 4.4% 0.0034 0.3% 87% False False 59
60 1.0730 1.0085 0.0645 6.2% 0.0033 0.3% 62% False False 47
80 1.0797 1.0085 0.0712 6.8% 0.0025 0.2% 56% False False 35
100 1.1081 1.0085 0.0996 9.5% 0.0021 0.2% 40% False False 28
120 1.1117 1.0085 0.1032 9.8% 0.0018 0.2% 39% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0769
2.618 1.0678
1.618 1.0622
1.000 1.0587
0.618 1.0566
HIGH 1.0531
0.618 1.0510
0.500 1.0503
0.382 1.0496
LOW 1.0475
0.618 1.0440
1.000 1.0419
1.618 1.0384
2.618 1.0328
4.250 1.0237
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0503 1.0489
PP 1.0497 1.0488
S1 1.0492 1.0487

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

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