CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.0598 1.0612 0.0014 0.1% 1.0555
High 1.0598 1.0658 0.0060 0.6% 1.0640
Low 1.0563 1.0608 0.0045 0.4% 1.0555
Close 1.0588 1.0658 0.0070 0.7% 1.0588
Range 0.0035 0.0050 0.0015 42.9% 0.0085
ATR 0.0040 0.0042 0.0002 5.5% 0.0000
Volume 5 9 4 80.0% 34
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0791 1.0775 1.0686
R3 1.0741 1.0725 1.0672
R2 1.0691 1.0691 1.0667
R1 1.0675 1.0675 1.0663 1.0683
PP 1.0641 1.0641 1.0641 1.0646
S1 1.0625 1.0625 1.0653 1.0633
S2 1.0591 1.0591 1.0649
S3 1.0541 1.0575 1.0644
S4 1.0491 1.0525 1.0631
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0849 1.0804 1.0635
R3 1.0764 1.0719 1.0611
R2 1.0679 1.0679 1.0604
R1 1.0634 1.0634 1.0596 1.0657
PP 1.0594 1.0594 1.0594 1.0606
S1 1.0549 1.0549 1.0580 1.0572
S2 1.0509 1.0509 1.0572
S3 1.0424 1.0464 1.0565
S4 1.0339 1.0379 1.0541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0658 1.0563 0.0095 0.9% 0.0029 0.3% 100% True False 8
10 1.0658 1.0555 0.0103 1.0% 0.0019 0.2% 100% True False 27
20 1.0775 1.0555 0.0220 2.1% 0.0021 0.2% 47% False False 21
40 1.0874 1.0555 0.0319 3.0% 0.0017 0.2% 32% False False 13
60 1.0874 1.0463 0.0411 3.9% 0.0016 0.2% 47% False False 10
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 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0871
2.618 1.0789
1.618 1.0739
1.000 1.0708
0.618 1.0689
HIGH 1.0658
0.618 1.0639
0.500 1.0633
0.382 1.0627
LOW 1.0608
0.618 1.0577
1.000 1.0558
1.618 1.0527
2.618 1.0477
4.250 1.0396
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.0650 1.0642
PP 1.0641 1.0626
S1 1.0633 1.0611

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

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