CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 1.0933 1.0949 0.0016 0.1% 1.0938
High 1.0933 1.0951 0.0018 0.2% 1.0970
Low 1.0933 1.0903 -0.0030 -0.3% 1.0870
Close 1.0933 1.0921 -0.0012 -0.1% 1.0921
Range 0.0000 0.0048 0.0048 0.0100
ATR 0.0068 0.0067 -0.0001 -2.1% 0.0000
Volume 4 4 0 0.0% 40
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1069 1.1043 1.0947
R3 1.1021 1.0995 1.0934
R2 1.0973 1.0973 1.0930
R1 1.0947 1.0947 1.0925 1.0936
PP 1.0925 1.0925 1.0925 1.0920
S1 1.0899 1.0899 1.0917 1.0888
S2 1.0877 1.0877 1.0912
S3 1.0829 1.0851 1.0908
S4 1.0781 1.0803 1.0895
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1220 1.1171 1.0976
R3 1.1120 1.1071 1.0949
R2 1.1020 1.1020 1.0939
R1 1.0971 1.0971 1.0930 1.0946
PP 1.0920 1.0920 1.0920 1.0908
S1 1.0871 1.0871 1.0912 1.0846
S2 1.0820 1.0820 1.0903
S3 1.0720 1.0771 1.0894
S4 1.0620 1.0671 1.0866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0870 0.0100 0.9% 0.0050 0.5% 51% False False 8
10 1.0975 1.0705 0.0270 2.5% 0.0057 0.5% 80% False False 9
20 1.0975 1.0489 0.0486 4.5% 0.0037 0.3% 89% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1155
2.618 1.1077
1.618 1.1029
1.000 1.0999
0.618 1.0981
HIGH 1.0951
0.618 1.0933
0.500 1.0927
0.382 1.0921
LOW 1.0903
0.618 1.0873
1.000 1.0855
1.618 1.0825
2.618 1.0777
4.250 1.0699
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 1.0927 1.0930
PP 1.0925 1.0927
S1 1.0923 1.0924

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

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