CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0776 1.0794 0.0018 0.2% 1.0579
High 1.0786 1.0804 0.0018 0.2% 1.0837
Low 1.0756 1.0727 -0.0029 -0.3% 1.0570
Close 1.0771 1.0747 -0.0024 -0.2% 1.0786
Range 0.0030 0.0077 0.0047 156.7% 0.0267
ATR 0.0074 0.0075 0.0000 0.2% 0.0000
Volume 33,476 29,404 -4,072 -12.2% 116,357
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0990 1.0946 1.0789
R3 1.0913 1.0869 1.0768
R2 1.0836 1.0836 1.0761
R1 1.0792 1.0792 1.0754 1.0776
PP 1.0759 1.0759 1.0759 1.0751
S1 1.0715 1.0715 1.0740 1.0699
S2 1.0682 1.0682 1.0733
S3 1.0605 1.0638 1.0726
S4 1.0528 1.0561 1.0705
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 1.0575 0.0262 2.4% 0.0084 0.8% 66% False False 30,130
10 1.0837 1.0517 0.0320 3.0% 0.0076 0.7% 72% False False 28,163
20 1.0837 1.0517 0.0320 3.0% 0.0076 0.7% 72% False False 27,664
40 1.0861 1.0517 0.0344 3.2% 0.0073 0.7% 67% False False 27,461
60 1.0861 1.0430 0.0431 4.0% 0.0075 0.7% 74% False False 25,882
80 1.0861 1.0254 0.0607 5.6% 0.0065 0.6% 81% False False 19,428
100 1.0861 1.0085 0.0776 7.2% 0.0059 0.5% 85% False False 15,545
120 1.0861 1.0085 0.0776 7.2% 0.0054 0.5% 85% False False 12,958
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1131
2.618 1.1006
1.618 1.0929
1.000 1.0881
0.618 1.0852
HIGH 1.0804
0.618 1.0775
0.500 1.0766
0.382 1.0756
LOW 1.0727
0.618 1.0679
1.000 1.0650
1.618 1.0602
2.618 1.0525
4.250 1.0400
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0766 1.0747
PP 1.0759 1.0746
S1 1.0753 1.0746

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

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