CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0667 1.0776 0.0109 1.0% 1.0579
High 1.0837 1.0786 -0.0051 -0.5% 1.0837
Low 1.0655 1.0756 0.0101 0.9% 1.0570
Close 1.0786 1.0771 -0.0015 -0.1% 1.0786
Range 0.0182 0.0030 -0.0152 -83.5% 0.0267
ATR 0.0078 0.0074 -0.0003 -4.4% 0.0000
Volume 40,521 33,476 -7,045 -17.4% 116,357
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0861 1.0846 1.0788
R3 1.0831 1.0816 1.0779
R2 1.0801 1.0801 1.0777
R1 1.0786 1.0786 1.0774 1.0779
PP 1.0771 1.0771 1.0771 1.0767
S1 1.0756 1.0756 1.0768 1.0749
S2 1.0741 1.0741 1.0766
S3 1.0711 1.0726 1.0763
S4 1.0681 1.0696 1.0755
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1532 1.1426 1.0933
R3 1.1265 1.1159 1.0859
R2 1.0998 1.0998 1.0835
R1 1.0892 1.0892 1.0810 1.0945
PP 1.0731 1.0731 1.0731 1.0758
S1 1.0625 1.0625 1.0762 1.0678
S2 1.0464 1.0464 1.0737
S3 1.0197 1.0358 1.0713
S4 0.9930 1.0091 1.0639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0837 1.0570 0.0267 2.5% 0.0084 0.8% 75% False False 29,966
10 1.0837 1.0517 0.0320 3.0% 0.0071 0.7% 79% False False 26,757
20 1.0837 1.0517 0.0320 3.0% 0.0075 0.7% 79% False False 26,915
40 1.0861 1.0517 0.0344 3.2% 0.0073 0.7% 74% False False 27,630
60 1.0861 1.0430 0.0431 4.0% 0.0076 0.7% 79% False False 25,401
80 1.0861 1.0187 0.0674 6.3% 0.0066 0.6% 87% False False 19,061
100 1.0861 1.0085 0.0776 7.2% 0.0059 0.5% 88% False False 15,251
120 1.0861 1.0085 0.0776 7.2% 0.0053 0.5% 88% False False 12,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.0914
2.618 1.0865
1.618 1.0835
1.000 1.0816
0.618 1.0805
HIGH 1.0786
0.618 1.0775
0.500 1.0771
0.382 1.0767
LOW 1.0756
0.618 1.0737
1.000 1.0726
1.618 1.0707
2.618 1.0677
4.250 1.0629
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0771 1.0749
PP 1.0771 1.0728
S1 1.0771 1.0706

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

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