CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.3100 1.3227 0.0127 1.0% 1.2833
High 1.3225 1.3227 0.0002 0.0% 1.3225
Low 1.3100 1.3227 0.0127 1.0% 1.2833
Close 1.3091 1.3290 0.0199 1.5% 1.3091
Range 0.0125 0.0000 -0.0125 -100.0% 0.0392
ATR 0.0078 0.0082 0.0004 5.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3248 1.3269 1.3290
R3 1.3248 1.3269 1.3290
R2 1.3248 1.3248 1.3290
R1 1.3269 1.3269 1.3290 1.3259
PP 1.3248 1.3248 1.3248 1.3243
S1 1.3269 1.3269 1.3290 1.3259
S2 1.3248 1.3248 1.3290
S3 1.3248 1.3269 1.3290
S4 1.3248 1.3269 1.3290
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4226 1.4050 1.3307
R3 1.3834 1.3658 1.3199
R2 1.3442 1.3442 1.3163
R1 1.3266 1.3266 1.3127 1.3354
PP 1.3050 1.3050 1.3050 1.3094
S1 1.2874 1.2874 1.3055 1.2962
S2 1.2658 1.2658 1.3019
S3 1.2266 1.2482 1.2983
S4 1.1874 1.2090 1.2875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3227 1.3066 0.0161 1.2% 0.0025 0.2% 139% True False 2
10 1.3227 1.2502 0.0725 5.5% 0.0013 0.1% 109% True False 2
20 1.3227 1.2086 0.1141 8.6% 0.0008 0.1% 106% True False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3227
2.618 1.3227
1.618 1.3227
1.000 1.3227
0.618 1.3227
HIGH 1.3227
0.618 1.3227
0.500 1.3227
0.382 1.3227
LOW 1.3227
0.618 1.3227
1.000 1.3227
1.618 1.3227
2.618 1.3227
4.250 1.3227
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.3269 1.3244
PP 1.3248 1.3197
S1 1.3227 1.3151

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

View Archives - Comment on this page... - Back to Index of Symbols