CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.0957 1.1033 0.0076 0.7% 1.1113
High 1.0957 1.1033 0.0076 0.7% 1.1113
Low 1.0957 1.1033 0.0076 0.7% 1.0923
Close 1.0957 1.1033 0.0076 0.7% 1.0946
Range
ATR 0.0036 0.0039 0.0003 7.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1033 1.1033 1.1033
R3 1.1033 1.1033 1.1033
R2 1.1033 1.1033 1.1033
R1 1.1033 1.1033 1.1033 1.1033
PP 1.1033 1.1033 1.1033 1.1033
S1 1.1033 1.1033 1.1033 1.1033
S2 1.1033 1.1033 1.1033
S3 1.1033 1.1033 1.1033
S4 1.1033 1.1033 1.1033
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1564 1.1445 1.1051
R3 1.1374 1.1255 1.0998
R2 1.1184 1.1184 1.0981
R1 1.1065 1.1065 1.0963 1.1030
PP 1.0994 1.0994 1.0994 1.0976
S1 1.0875 1.0875 1.0929 1.0840
S2 1.0804 1.0804 1.0911
S3 1.0614 1.0685 1.0894
S4 1.0424 1.0495 1.0842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 1.0940 0.0093 0.8% 0.0000 0.0% 100% True False 1
10 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 57% False False 1
20 1.1117 1.0923 0.0194 1.8% 0.0001 0.0% 57% 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 1.1033
2.618 1.1033
1.618 1.1033
1.000 1.1033
0.618 1.1033
HIGH 1.1033
0.618 1.1033
0.500 1.1033
0.382 1.1033
LOW 1.1033
0.618 1.1033
1.000 1.1033
1.618 1.1033
2.618 1.1033
4.250 1.1033
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.1033 1.1018
PP 1.1033 1.1002
S1 1.1033 1.0987

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

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