CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0781 1.0810 0.0029 0.3% 1.0776
High 1.0823 1.0819 -0.0004 0.0% 1.0818
Low 1.0779 1.0762 -0.0017 -0.2% 1.0708
Close 1.0805 1.0801 -0.0004 0.0% 1.0787
Range 0.0044 0.0057 0.0013 29.5% 0.0110
ATR 0.0069 0.0069 -0.0001 -1.3% 0.0000
Volume 31,182 30,449 -733 -2.4% 149,947
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0965 1.0940 1.0832
R3 1.0908 1.0883 1.0817
R2 1.0851 1.0851 1.0811
R1 1.0826 1.0826 1.0806 1.0810
PP 1.0794 1.0794 1.0794 1.0786
S1 1.0769 1.0769 1.0796 1.0753
S2 1.0737 1.0737 1.0791
S3 1.0680 1.0712 1.0785
S4 1.0623 1.0655 1.0770
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% 0.0055 0.5% 81% False False 29,739
10 1.0837 1.0575 0.0262 2.4% 0.0069 0.6% 86% False False 29,935
20 1.0837 1.0517 0.0320 3.0% 0.0067 0.6% 89% False False 28,443
40 1.0861 1.0517 0.0344 3.2% 0.0071 0.7% 83% False False 27,614
60 1.0861 1.0517 0.0344 3.2% 0.0073 0.7% 83% False False 28,004
80 1.0861 1.0254 0.0607 5.6% 0.0068 0.6% 90% False False 21,286
100 1.0861 1.0085 0.0776 7.2% 0.0060 0.6% 92% False False 17,031
120 1.0861 1.0085 0.0776 7.2% 0.0056 0.5% 92% False False 14,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1061
2.618 1.0968
1.618 1.0911
1.000 1.0876
0.618 1.0854
HIGH 1.0819
0.618 1.0797
0.500 1.0791
0.382 1.0784
LOW 1.0762
0.618 1.0727
1.000 1.0705
1.618 1.0670
2.618 1.0613
4.250 1.0520
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0798 1.0798
PP 1.0794 1.0795
S1 1.0791 1.0793

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

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