CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 1.1093 1.1065 -0.0028 -0.3% 1.1012
High 1.1093 1.1065 -0.0028 -0.3% 1.1048
Low 1.1093 1.1065 -0.0028 -0.3% 1.0977
Close 1.1093 1.1065 -0.0028 -0.3% 1.1048
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1065 1.1065 1.1065
R3 1.1065 1.1065 1.1065
R2 1.1065 1.1065 1.1065
R1 1.1065 1.1065 1.1065 1.1065
PP 1.1065 1.1065 1.1065 1.1065
S1 1.1065 1.1065 1.1065 1.1065
S2 1.1065 1.1065 1.1065
S3 1.1065 1.1065 1.1065
S4 1.1065 1.1065 1.1065
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1237 1.1214 1.1087
R3 1.1166 1.1143 1.1068
R2 1.1095 1.1095 1.1061
R1 1.1072 1.1072 1.1055 1.1084
PP 1.1024 1.1024 1.1024 1.1030
S1 1.1001 1.1001 1.1041 1.1013
S2 1.0953 1.0953 1.1035
S3 1.0882 1.0930 1.1028
S4 1.0811 1.0859 1.1009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1109 1.1048 0.0061 0.6% 0.0000 0.0% 28% False False 1
10 1.1109 1.0933 0.0176 1.6% 0.0003 0.0% 75% False False 1
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 1.1065
2.618 1.1065
1.618 1.1065
1.000 1.1065
0.618 1.1065
HIGH 1.1065
0.618 1.1065
0.500 1.1065
0.382 1.1065
LOW 1.1065
0.618 1.1065
1.000 1.1065
1.618 1.1065
2.618 1.1065
4.250 1.1065
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 1.1065 1.1084
PP 1.1065 1.1077
S1 1.1065 1.1071

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

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