CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.0728 1.0646 -0.0082 -0.8% 1.0651
High 1.0738 1.0678 -0.0060 -0.6% 1.0793
Low 1.0630 1.0614 -0.0016 -0.2% 1.0609
Close 1.0646 1.0666 0.0020 0.2% 1.0771
Range 0.0108 0.0064 -0.0044 -40.7% 0.0184
ATR 0.0076 0.0075 -0.0001 -1.1% 0.0000
Volume 37,962 25,867 -12,095 -31.9% 154,367
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0845 1.0819 1.0701
R3 1.0781 1.0755 1.0684
R2 1.0717 1.0717 1.0678
R1 1.0691 1.0691 1.0672 1.0704
PP 1.0653 1.0653 1.0653 1.0659
S1 1.0627 1.0627 1.0660 1.0640
S2 1.0589 1.0589 1.0654
S3 1.0525 1.0563 1.0648
S4 1.0461 1.0499 1.0631
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1276 1.1208 1.0872
R3 1.1092 1.1024 1.0822
R2 1.0908 1.0908 1.0805
R1 1.0840 1.0840 1.0788 1.0874
PP 1.0724 1.0724 1.0724 1.0742
S1 1.0656 1.0656 1.0754 1.0690
S2 1.0540 1.0540 1.0737
S3 1.0356 1.0472 1.0720
S4 1.0172 1.0288 1.0670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0793 1.0614 0.0179 1.7% 0.0083 0.8% 29% False True 29,536
10 1.0793 1.0609 0.0184 1.7% 0.0078 0.7% 31% False False 31,618
20 1.0838 1.0609 0.0229 2.1% 0.0078 0.7% 25% False False 30,665
40 1.0838 1.0254 0.0584 5.5% 0.0069 0.6% 71% False False 16,555
60 1.0838 1.0085 0.0753 7.1% 0.0055 0.5% 77% False False 11,039
80 1.0838 1.0085 0.0753 7.1% 0.0049 0.5% 77% False False 8,286
100 1.0838 1.0085 0.0753 7.1% 0.0041 0.4% 77% False False 6,629
120 1.1081 1.0085 0.0996 9.3% 0.0034 0.3% 58% False False 5,524
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0950
2.618 1.0846
1.618 1.0782
1.000 1.0742
0.618 1.0718
HIGH 1.0678
0.618 1.0654
0.500 1.0646
0.382 1.0638
LOW 1.0614
0.618 1.0574
1.000 1.0550
1.618 1.0510
2.618 1.0446
4.250 1.0342
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.0659 1.0694
PP 1.0653 1.0685
S1 1.0646 1.0675

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

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