CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.1016 1.0958 -0.0058 -0.5% 1.1109
High 1.1016 1.0958 -0.0058 -0.5% 1.1117
Low 1.1016 1.0958 -0.0058 -0.5% 1.1065
Close 1.1016 1.0958 -0.0058 -0.5% 1.1117
Range
ATR 0.0040 0.0041 0.0001 3.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0958 1.0958 1.0958
R3 1.0958 1.0958 1.0958
R2 1.0958 1.0958 1.0958
R1 1.0958 1.0958 1.0958 1.0958
PP 1.0958 1.0958 1.0958 1.0958
S1 1.0958 1.0958 1.0958 1.0958
S2 1.0958 1.0958 1.0958
S3 1.0958 1.0958 1.0958
S4 1.0958 1.0958 1.0958
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1256 1.1238 1.1146
R3 1.1204 1.1186 1.1131
R2 1.1152 1.1152 1.1127
R1 1.1134 1.1134 1.1122 1.1143
PP 1.1100 1.1100 1.1100 1.1104
S1 1.1082 1.1082 1.1112 1.1091
S2 1.1048 1.1048 1.1107
S3 1.0996 1.1030 1.1103
S4 1.0944 1.0978 1.1088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1117 1.0958 0.0159 1.5% 0.0000 0.0% 0% False True 1
10 1.1117 1.0958 0.0159 1.5% 0.0000 0.0% 0% False True 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 1.0958
2.618 1.0958
1.618 1.0958
1.000 1.0958
0.618 1.0958
HIGH 1.0958
0.618 1.0958
0.500 1.0958
0.382 1.0958
LOW 1.0958
0.618 1.0958
1.000 1.0958
1.618 1.0958
2.618 1.0958
4.250 1.0958
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.0958 1.1036
PP 1.0958 1.1010
S1 1.0958 1.0984

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

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