CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.0435 1.0486 0.0051 0.5% 1.0325
High 1.0435 1.0486 0.0051 0.5% 1.0349
Low 1.0435 1.0486 0.0051 0.5% 1.0288
Close 1.0435 1.0486 0.0051 0.5% 1.0316
Range
ATR 0.0044 0.0045 0.0000 1.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0486 1.0486 1.0486
R3 1.0486 1.0486 1.0486
R2 1.0486 1.0486 1.0486
R1 1.0486 1.0486 1.0486 1.0486
PP 1.0486 1.0486 1.0486 1.0486
S1 1.0486 1.0486 1.0486 1.0486
S2 1.0486 1.0486 1.0486
S3 1.0486 1.0486 1.0486
S4 1.0486 1.0486 1.0486
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0501 1.0469 1.0350
R3 1.0440 1.0408 1.0333
R2 1.0379 1.0379 1.0327
R1 1.0347 1.0347 1.0322 1.0333
PP 1.0318 1.0318 1.0318 1.0310
S1 1.0286 1.0286 1.0310 1.0272
S2 1.0257 1.0257 1.0305
S3 1.0196 1.0225 1.0299
S4 1.0135 1.0164 1.0282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0486 1.0316 0.0170 1.6% 0.0000 0.0% 100% True False 2
10 1.0486 1.0288 0.0198 1.9% 0.0000 0.0% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0486
2.618 1.0486
1.618 1.0486
1.000 1.0486
0.618 1.0486
HIGH 1.0486
0.618 1.0486
0.500 1.0486
0.382 1.0486
LOW 1.0486
0.618 1.0486
1.000 1.0486
1.618 1.0486
2.618 1.0486
4.250 1.0486
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.0486 1.0461
PP 1.0486 1.0435
S1 1.0486 1.0410

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

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