CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0489 1.0496 0.0007 0.1% 1.0494
High 1.0521 1.0614 0.0093 0.9% 1.0614
Low 1.0450 1.0456 0.0006 0.1% 1.0430
Close 1.0512 1.0591 0.0079 0.8% 1.0591
Range 0.0071 0.0158 0.0087 122.5% 0.0184
ATR 0.0059 0.0066 0.0007 12.1% 0.0000
Volume 4,053 2,273 -1,780 -43.9% 8,527
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1028 1.0967 1.0678
R3 1.0870 1.0809 1.0634
R2 1.0712 1.0712 1.0620
R1 1.0651 1.0651 1.0605 1.0682
PP 1.0554 1.0554 1.0554 1.0569
S1 1.0493 1.0493 1.0577 1.0524
S2 1.0396 1.0396 1.0562
S3 1.0238 1.0335 1.0548
S4 1.0080 1.0177 1.0504
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1097 1.1028 1.0692
R3 1.0913 1.0844 1.0642
R2 1.0729 1.0729 1.0625
R1 1.0660 1.0660 1.0608 1.0695
PP 1.0545 1.0545 1.0545 1.0562
S1 1.0476 1.0476 1.0574 1.0511
S2 1.0361 1.0361 1.0557
S3 1.0177 1.0292 1.0540
S4 0.9993 1.0108 1.0490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0614 1.0430 0.0184 1.7% 0.0094 0.9% 88% True False 1,825
10 1.0614 1.0402 0.0212 2.0% 0.0072 0.7% 89% True False 971
20 1.0614 1.0254 0.0360 3.4% 0.0050 0.5% 94% True False 493
40 1.0614 1.0085 0.0529 5.0% 0.0040 0.4% 96% True False 251
60 1.0730 1.0085 0.0645 6.1% 0.0038 0.4% 78% False False 176
80 1.0730 1.0085 0.0645 6.1% 0.0029 0.3% 78% False False 132
100 1.1081 1.0085 0.0996 9.4% 0.0023 0.2% 51% False False 106
120 1.1117 1.0085 0.1032 9.7% 0.0020 0.2% 49% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 1.1286
2.618 1.1028
1.618 1.0870
1.000 1.0772
0.618 1.0712
HIGH 1.0614
0.618 1.0554
0.500 1.0535
0.382 1.0516
LOW 1.0456
0.618 1.0358
1.000 1.0298
1.618 1.0200
2.618 1.0042
4.250 0.9785
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0572 1.0568
PP 1.0554 1.0545
S1 1.0535 1.0522

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

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