CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.0782 1.0781 -0.0001 0.0% 1.0776
High 1.0818 1.0823 0.0005 0.0% 1.0818
Low 1.0763 1.0779 0.0016 0.1% 1.0708
Close 1.0787 1.0805 0.0018 0.2% 1.0787
Range 0.0055 0.0044 -0.0011 -20.0% 0.0110
ATR 0.0071 0.0069 -0.0002 -2.7% 0.0000
Volume 28,154 31,182 3,028 10.8% 149,947
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0934 1.0914 1.0829
R3 1.0890 1.0870 1.0817
R2 1.0846 1.0846 1.0813
R1 1.0826 1.0826 1.0809 1.0836
PP 1.0802 1.0802 1.0802 1.0808
S1 1.0782 1.0782 1.0801 1.0792
S2 1.0758 1.0758 1.0797
S3 1.0714 1.0738 1.0793
S4 1.0670 1.0694 1.0781
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1101 1.1054 1.0848
R3 1.0991 1.0944 1.0817
R2 1.0881 1.0881 1.0807
R1 1.0834 1.0834 1.0797 1.0858
PP 1.0771 1.0771 1.0771 1.0783
S1 1.0724 1.0724 1.0777 1.0748
S2 1.0661 1.0661 1.0767
S3 1.0551 1.0614 1.0757
S4 1.0441 1.0504 1.0727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0823 1.0708 0.0115 1.1% 0.0059 0.5% 84% True False 29,530
10 1.0837 1.0570 0.0267 2.5% 0.0072 0.7% 88% False False 29,748
20 1.0837 1.0517 0.0320 3.0% 0.0067 0.6% 90% False False 28,270
40 1.0861 1.0517 0.0344 3.2% 0.0071 0.7% 84% False False 27,462
60 1.0861 1.0517 0.0344 3.2% 0.0073 0.7% 84% False False 27,710
80 1.0861 1.0254 0.0607 5.6% 0.0067 0.6% 91% False False 20,906
100 1.0861 1.0085 0.0776 7.2% 0.0060 0.6% 93% False False 16,726
120 1.0861 1.0085 0.0776 7.2% 0.0056 0.5% 93% False False 13,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0938
1.618 1.0894
1.000 1.0867
0.618 1.0850
HIGH 1.0823
0.618 1.0806
0.500 1.0801
0.382 1.0796
LOW 1.0779
0.618 1.0752
1.000 1.0735
1.618 1.0708
2.618 1.0664
4.250 1.0592
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.0804 1.0799
PP 1.0802 1.0792
S1 1.0801 1.0786

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

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