CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.0630 1.0606 -0.0024 -0.2% 1.0713
High 1.0644 1.0621 -0.0023 -0.2% 1.0787
Low 1.0590 1.0580 -0.0010 -0.1% 1.0534
Close 1.0604 1.0608 0.0004 0.0% 1.0632
Range 0.0054 0.0041 -0.0013 -24.1% 0.0253
ATR 0.0077 0.0074 -0.0003 -3.3% 0.0000
Volume 26,990 29,508 2,518 9.3% 120,553
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0726 1.0708 1.0631
R3 1.0685 1.0667 1.0619
R2 1.0644 1.0644 1.0616
R1 1.0626 1.0626 1.0612 1.0635
PP 1.0603 1.0603 1.0603 1.0608
S1 1.0585 1.0585 1.0604 1.0594
S2 1.0562 1.0562 1.0600
S3 1.0521 1.0544 1.0597
S4 1.0480 1.0503 1.0585
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1410 1.1274 1.0771
R3 1.1157 1.1021 1.0702
R2 1.0904 1.0904 1.0678
R1 1.0768 1.0768 1.0655 1.0710
PP 1.0651 1.0651 1.0651 1.0622
S1 1.0515 1.0515 1.0609 1.0457
S2 1.0398 1.0398 1.0586
S3 1.0145 1.0262 1.0562
S4 0.9892 1.0009 1.0493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0787 1.0534 0.0253 2.4% 0.0085 0.8% 29% False False 29,167
10 1.0787 1.0534 0.0253 2.4% 0.0075 0.7% 29% False False 25,833
20 1.0861 1.0534 0.0327 3.1% 0.0071 0.7% 23% False False 26,363
40 1.0861 1.0534 0.0327 3.1% 0.0075 0.7% 23% False False 28,343
60 1.0861 1.0254 0.0607 5.7% 0.0069 0.6% 58% False False 19,393
80 1.0861 1.0085 0.0776 7.3% 0.0058 0.5% 67% False False 14,547
100 1.0861 1.0085 0.0776 7.3% 0.0053 0.5% 67% False False 11,643
120 1.0861 1.0085 0.0776 7.3% 0.0045 0.4% 67% False False 9,703
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1.0795
2.618 1.0728
1.618 1.0687
1.000 1.0662
0.618 1.0646
HIGH 1.0621
0.618 1.0605
0.500 1.0601
0.382 1.0596
LOW 1.0580
0.618 1.0555
1.000 1.0539
1.618 1.0514
2.618 1.0473
4.250 1.0406
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.0606 1.0639
PP 1.0603 1.0629
S1 1.0601 1.0618

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

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