CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.0592 1.0576 -0.0016 -0.2% 1.0630
High 1.0597 1.0610 0.0013 0.1% 1.0666
Low 1.0551 1.0530 -0.0021 -0.2% 1.0530
Close 1.0578 1.0546 -0.0032 -0.3% 1.0546
Range 0.0046 0.0080 0.0034 73.9% 0.0136
ATR 0.0074 0.0074 0.0000 0.6% 0.0000
Volume 26,592 26,830 238 0.9% 150,173
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0802 1.0754 1.0590
R3 1.0722 1.0674 1.0568
R2 1.0642 1.0642 1.0561
R1 1.0594 1.0594 1.0553 1.0578
PP 1.0562 1.0562 1.0562 1.0554
S1 1.0514 1.0514 1.0539 1.0498
S2 1.0482 1.0482 1.0531
S3 1.0402 1.0434 1.0524
S4 1.0322 1.0354 1.0502
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0989 1.0903 1.0621
R3 1.0853 1.0767 1.0583
R2 1.0717 1.0717 1.0571
R1 1.0631 1.0631 1.0558 1.0606
PP 1.0581 1.0581 1.0581 1.0568
S1 1.0495 1.0495 1.0534 1.0470
S2 1.0445 1.0445 1.0521
S3 1.0309 1.0359 1.0509
S4 1.0173 1.0223 1.0471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0666 1.0530 0.0136 1.3% 0.0065 0.6% 12% False True 30,034
10 1.0787 1.0530 0.0257 2.4% 0.0078 0.7% 6% False True 27,072
20 1.0861 1.0530 0.0331 3.1% 0.0072 0.7% 5% False True 27,194
40 1.0861 1.0530 0.0331 3.1% 0.0073 0.7% 5% False True 28,793
60 1.0861 1.0287 0.0574 5.4% 0.0071 0.7% 45% False False 20,954
80 1.0861 1.0085 0.0776 7.4% 0.0060 0.6% 59% False False 15,717
100 1.0861 1.0085 0.0776 7.4% 0.0055 0.5% 59% False False 12,580
120 1.0861 1.0085 0.0776 7.4% 0.0047 0.4% 59% False False 10,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0950
2.618 1.0819
1.618 1.0739
1.000 1.0690
0.618 1.0659
HIGH 1.0610
0.618 1.0579
0.500 1.0570
0.382 1.0561
LOW 1.0530
0.618 1.0481
1.000 1.0450
1.618 1.0401
2.618 1.0321
4.250 1.0190
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.0570 1.0598
PP 1.0562 1.0581
S1 1.0554 1.0563

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

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