CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.0728 1.0730 0.0002 0.0% 1.0728
High 1.0744 1.0771 0.0027 0.3% 1.0861
Low 1.0689 1.0696 0.0007 0.1% 1.0681
Close 1.0732 1.0710 -0.0022 -0.2% 1.0780
Range 0.0055 0.0075 0.0020 36.4% 0.0180
ATR 0.0071 0.0071 0.0000 0.4% 0.0000
Volume 27,024 24,844 -2,180 -8.1% 138,666
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0951 1.0905 1.0751
R3 1.0876 1.0830 1.0731
R2 1.0801 1.0801 1.0724
R1 1.0755 1.0755 1.0717 1.0741
PP 1.0726 1.0726 1.0726 1.0718
S1 1.0680 1.0680 1.0703 1.0666
S2 1.0651 1.0651 1.0696
S3 1.0576 1.0605 1.0689
S4 1.0501 1.0530 1.0669
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1314 1.1227 1.0879
R3 1.1134 1.1047 1.0830
R2 1.0954 1.0954 1.0813
R1 1.0867 1.0867 1.0797 1.0911
PP 1.0774 1.0774 1.0774 1.0796
S1 1.0687 1.0687 1.0764 1.0731
S2 1.0594 1.0594 1.0747
S3 1.0414 1.0507 1.0731
S4 1.0234 1.0327 1.0681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0832 1.0689 0.0143 1.3% 0.0066 0.6% 15% False False 25,929
10 1.0861 1.0681 0.0180 1.7% 0.0066 0.6% 16% False False 26,704
20 1.0861 1.0609 0.0252 2.4% 0.0073 0.7% 40% False False 28,890
40 1.0861 1.0430 0.0431 4.0% 0.0076 0.7% 65% False False 23,910
60 1.0861 1.0162 0.0699 6.5% 0.0062 0.6% 78% False False 15,953
80 1.0861 1.0085 0.0776 7.2% 0.0056 0.5% 81% False False 11,967
100 1.0861 1.0085 0.0776 7.2% 0.0048 0.5% 81% False False 9,578
120 1.0886 1.0085 0.0801 7.5% 0.0040 0.4% 78% False False 7,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1090
2.618 1.0967
1.618 1.0892
1.000 1.0846
0.618 1.0817
HIGH 1.0771
0.618 1.0742
0.500 1.0734
0.382 1.0725
LOW 1.0696
0.618 1.0650
1.000 1.0621
1.618 1.0575
2.618 1.0500
4.250 1.0377
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.0734 1.0748
PP 1.0726 1.0735
S1 1.0718 1.0723

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

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