CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.0710 1.0730 0.0020 0.2% 1.0781
High 1.0734 1.1026 0.0292 2.7% 1.0823
Low 1.0673 1.0723 0.0050 0.5% 1.0658
Close 1.0723 1.0808 0.0085 0.8% 1.0701
Range 0.0061 0.0303 0.0242 396.7% 0.0165
ATR 0.0068 0.0085 0.0017 24.7% 0.0000
Volume 28,863 45,083 16,220 56.2% 158,333
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1761 1.1588 1.0975
R3 1.1458 1.1285 1.0891
R2 1.1155 1.1155 1.0864
R1 1.0982 1.0982 1.0836 1.1069
PP 1.0852 1.0852 1.0852 1.0896
S1 1.0679 1.0679 1.0780 1.0766
S2 1.0549 1.0549 1.0752
S3 1.0246 1.0376 1.0725
S4 0.9943 1.0073 1.0641
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1222 1.1127 1.0792
R3 1.1057 1.0962 1.0746
R2 1.0892 1.0892 1.0731
R1 1.0797 1.0797 1.0716 1.0762
PP 1.0727 1.0727 1.0727 1.0710
S1 1.0632 1.0632 1.0686 1.0597
S2 1.0562 1.0562 1.0671
S3 1.0397 1.0467 1.0656
S4 1.0232 1.0302 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1026 1.0658 0.0368 3.4% 0.0117 1.1% 41% True False 33,489
10 1.1026 1.0658 0.0368 3.4% 0.0086 0.8% 41% True False 31,492
20 1.1026 1.0540 0.0486 4.5% 0.0081 0.8% 55% True False 30,190
40 1.1026 1.0517 0.0509 4.7% 0.0075 0.7% 57% True False 28,354
60 1.1026 1.0517 0.0509 4.7% 0.0075 0.7% 57% True False 28,934
80 1.1026 1.0385 0.0641 5.9% 0.0074 0.7% 66% True False 23,752
100 1.1026 1.0085 0.0941 8.7% 0.0065 0.6% 77% True False 19,004
120 1.1026 1.0085 0.0941 8.7% 0.0060 0.6% 77% True False 15,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 192 trading days
Fibonacci Retracements and Extensions
4.250 1.2314
2.618 1.1819
1.618 1.1516
1.000 1.1329
0.618 1.1213
HIGH 1.1026
0.618 1.0910
0.500 1.0875
0.382 1.0839
LOW 1.0723
0.618 1.0536
1.000 1.0420
1.618 1.0233
2.618 0.9930
4.250 0.9435
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.0875 1.0850
PP 1.0852 1.0836
S1 1.0830 1.0822

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

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