CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.1108 1.1199 0.0091 0.8% 1.0941
High 1.1213 1.1199 -0.0014 -0.1% 1.1213
Low 1.1101 1.1117 0.0016 0.1% 1.0937
Close 1.1193 1.1131 -0.0062 -0.6% 1.1193
Range 0.0112 0.0082 -0.0030 -26.8% 0.0276
ATR 0.0075 0.0075 0.0001 0.7% 0.0000
Volume 75 112 37 49.3% 390
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1395 1.1345 1.1176
R3 1.1313 1.1263 1.1154
R2 1.1231 1.1231 1.1146
R1 1.1181 1.1181 1.1139 1.1165
PP 1.1149 1.1149 1.1149 1.1141
S1 1.1099 1.1099 1.1123 1.1083
S2 1.1067 1.1067 1.1116
S3 1.0985 1.1017 1.1108
S4 1.0903 1.0935 1.1086
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1942 1.1844 1.1345
R3 1.1666 1.1568 1.1269
R2 1.1390 1.1390 1.1244
R1 1.1292 1.1292 1.1218 1.1341
PP 1.1114 1.1114 1.1114 1.1139
S1 1.1016 1.1016 1.1168 1.1065
S2 1.0838 1.0838 1.1142
S3 1.0562 1.0740 1.1117
S4 1.0286 1.0464 1.1041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.0937 0.0276 2.5% 0.0086 0.8% 70% False False 100
10 1.1213 1.0781 0.0432 3.9% 0.0075 0.7% 81% False False 70
20 1.1213 1.0781 0.0432 3.9% 0.0059 0.5% 81% False False 39
40 1.1213 1.0489 0.0724 6.5% 0.0047 0.4% 89% False False 23
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1548
2.618 1.1414
1.618 1.1332
1.000 1.1281
0.618 1.1250
HIGH 1.1199
0.618 1.1168
0.500 1.1158
0.382 1.1148
LOW 1.1117
0.618 1.1066
1.000 1.1035
1.618 1.0984
2.618 1.0902
4.250 1.0769
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.1158 1.1126
PP 1.1149 1.1121
S1 1.1140 1.1116

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

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