CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.0961 1.1001 0.0040 0.4% 1.0860
High 1.0961 1.1001 0.0040 0.4% 1.1025
Low 1.0961 1.1001 0.0040 0.4% 1.0860
Close 1.0961 1.1001 0.0040 0.4% 1.1025
Range
ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000
Volume 13 13 0 0.0% 72
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1001 1.1001 1.1001
R3 1.1001 1.1001 1.1001
R2 1.1001 1.1001 1.1001
R1 1.1001 1.1001 1.1001 1.1001
PP 1.1001 1.1001 1.1001 1.1001
S1 1.1001 1.1001 1.1001 1.1001
S2 1.1001 1.1001 1.1001
S3 1.1001 1.1001 1.1001
S4 1.1001 1.1001 1.1001
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1465 1.1410 1.1116
R3 1.1300 1.1245 1.1070
R2 1.1135 1.1135 1.1055
R1 1.1080 1.1080 1.1040 1.1108
PP 1.0970 1.0970 1.0970 1.0984
S1 1.0915 1.0915 1.1010 1.0943
S2 1.0805 1.0805 1.0995
S3 1.0640 1.0750 1.0980
S4 1.0475 1.0585 1.0934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0905 0.0120 1.1% 0.0021 0.2% 80% False False 16
10 1.1025 1.0860 0.0165 1.5% 0.0028 0.2% 85% False False 16
20 1.1108 1.0860 0.0248 2.3% 0.0022 0.2% 57% False False 11
40 1.1151 1.0754 0.0397 3.6% 0.0015 0.1% 62% False False 19
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1001
2.618 1.1001
1.618 1.1001
1.000 1.1001
0.618 1.1001
HIGH 1.1001
0.618 1.1001
0.500 1.1001
0.382 1.1001
LOW 1.1001
0.618 1.1001
1.000 1.1001
1.618 1.1001
2.618 1.1001
4.250 1.1001
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.1001 1.0998
PP 1.1001 1.0996
S1 1.1001 1.0993

Download as Excel Spreadsheet

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

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