CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 1.0517 1.0519 0.0002 0.0% 1.0517
High 1.0517 1.0519 0.0002 0.0% 1.0635
Low 1.0502 1.0509 0.0007 0.1% 1.0502
Close 1.0502 1.0511 0.0009 0.1% 1.0511
Range 0.0015 0.0010 -0.0005 -33.3% 0.0133
ATR 0.0057 0.0055 -0.0003 -5.0% 0.0000
Volume 1 8 7 700.0% 15
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0543 1.0537 1.0517
R3 1.0533 1.0527 1.0514
R2 1.0523 1.0523 1.0513
R1 1.0517 1.0517 1.0512 1.0515
PP 1.0513 1.0513 1.0513 1.0512
S1 1.0507 1.0507 1.0510 1.0505
S2 1.0503 1.0503 1.0509
S3 1.0493 1.0497 1.0508
S4 1.0483 1.0487 1.0506
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0948 1.0863 1.0584
R3 1.0815 1.0730 1.0548
R2 1.0682 1.0682 1.0535
R1 1.0597 1.0597 1.0523 1.0573
PP 1.0549 1.0549 1.0549 1.0538
S1 1.0464 1.0464 1.0499 1.0440
S2 1.0416 1.0416 1.0487
S3 1.0283 1.0331 1.0474
S4 1.0150 1.0198 1.0438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0635 1.0502 0.0133 1.3% 0.0015 0.1% 7% False False 3
10 1.0730 1.0463 0.0267 2.5% 0.0023 0.2% 18% False False 2
20 1.0730 1.0350 0.0380 3.6% 0.0012 0.1% 42% False False 1
40 1.1081 1.0350 0.0731 7.0% 0.0007 0.1% 22% False False 1
60 1.1117 1.0350 0.0767 7.3% 0.0006 0.1% 21% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0562
2.618 1.0545
1.618 1.0535
1.000 1.0529
0.618 1.0525
HIGH 1.0519
0.618 1.0515
0.500 1.0514
0.382 1.0513
LOW 1.0509
0.618 1.0503
1.000 1.0499
1.618 1.0493
2.618 1.0483
4.250 1.0467
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 1.0514 1.0569
PP 1.0513 1.0549
S1 1.0512 1.0530

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.