CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0557 1.0585 0.0028 0.3% 1.0630
High 1.0618 1.0639 0.0021 0.2% 1.0666
Low 1.0555 1.0571 0.0016 0.2% 1.0530
Close 1.0595 1.0617 0.0022 0.2% 1.0546
Range 0.0063 0.0068 0.0005 7.9% 0.0136
ATR 0.0069 0.0069 0.0000 -0.2% 0.0000
Volume 24,038 23,557 -481 -2.0% 150,173
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0813 1.0783 1.0654
R3 1.0745 1.0715 1.0636
R2 1.0677 1.0677 1.0629
R1 1.0647 1.0647 1.0623 1.0662
PP 1.0609 1.0609 1.0609 1.0617
S1 1.0579 1.0579 1.0611 1.0594
S2 1.0541 1.0541 1.0605
S3 1.0473 1.0511 1.0598
S4 1.0405 1.0443 1.0580
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 1.0639 1.0517 0.0122 1.1% 0.0059 0.6% 82% True False 22,726
10 1.0744 1.0517 0.0227 2.1% 0.0075 0.7% 44% False False 27,758
20 1.0832 1.0517 0.0315 3.0% 0.0070 0.7% 32% False False 25,829
40 1.0861 1.0517 0.0344 3.2% 0.0072 0.7% 29% False False 28,040
60 1.0861 1.0402 0.0459 4.3% 0.0073 0.7% 47% False False 22,399
80 1.0861 1.0162 0.0699 6.6% 0.0062 0.6% 65% False False 16,802
100 1.0861 1.0085 0.0776 7.3% 0.0056 0.5% 69% False False 13,447
120 1.0861 1.0085 0.0776 7.3% 0.0049 0.5% 69% False False 11,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0928
2.618 1.0817
1.618 1.0749
1.000 1.0707
0.618 1.0681
HIGH 1.0639
0.618 1.0613
0.500 1.0605
0.382 1.0597
LOW 1.0571
0.618 1.0529
1.000 1.0503
1.618 1.0461
2.618 1.0393
4.250 1.0282
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0613 1.0604
PP 1.0609 1.0591
S1 1.0605 1.0578

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

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