CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0638 1.0635 -0.0003 0.0% 1.0555
High 1.0652 1.0677 0.0025 0.2% 1.0640
Low 1.0638 1.0635 -0.0003 0.0% 1.0555
Close 1.0652 1.0672 0.0020 0.2% 1.0588
Range 0.0014 0.0042 0.0028 200.0% 0.0085
ATR 0.0040 0.0040 0.0000 0.3% 0.0000
Volume 9 4 -5 -55.6% 34
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0787 1.0772 1.0695
R3 1.0745 1.0730 1.0684
R2 1.0703 1.0703 1.0680
R1 1.0688 1.0688 1.0676 1.0696
PP 1.0661 1.0661 1.0661 1.0665
S1 1.0646 1.0646 1.0668 1.0654
S2 1.0619 1.0619 1.0664
S3 1.0577 1.0604 1.0660
S4 1.0535 1.0562 1.0649
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 1.0677 1.0563 0.0114 1.1% 0.0031 0.3% 96% True False 8
10 1.0677 1.0555 0.0122 1.1% 0.0024 0.2% 96% True False 6
20 1.0765 1.0555 0.0210 2.0% 0.0018 0.2% 56% False False 21
40 1.0874 1.0555 0.0319 3.0% 0.0019 0.2% 37% False False 13
60 1.0874 1.0464 0.0410 3.8% 0.0017 0.2% 51% False False 10
80 1.0874 1.0198 0.0676 6.3% 0.0013 0.1% 70% False False 8
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0856
2.618 1.0787
1.618 1.0745
1.000 1.0719
0.618 1.0703
HIGH 1.0677
0.618 1.0661
0.500 1.0656
0.382 1.0651
LOW 1.0635
0.618 1.0609
1.000 1.0593
1.618 1.0567
2.618 1.0525
4.250 1.0457
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0667 1.0662
PP 1.0661 1.0652
S1 1.0656 1.0643

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

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