CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.0635 1.0705 0.0070 0.7% 1.0612
High 1.0677 1.0842 0.0165 1.5% 1.0842
Low 1.0635 1.0691 0.0056 0.5% 1.0608
Close 1.0672 1.0803 0.0131 1.2% 1.0803
Range 0.0042 0.0151 0.0109 259.5% 0.0234
ATR 0.0040 0.0050 0.0009 22.9% 0.0000
Volume 4 17 13 325.0% 39
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1232 1.1168 1.0886
R3 1.1081 1.1017 1.0845
R2 1.0930 1.0930 1.0831
R1 1.0866 1.0866 1.0817 1.0898
PP 1.0779 1.0779 1.0779 1.0795
S1 1.0715 1.0715 1.0789 1.0747
S2 1.0628 1.0628 1.0775
S3 1.0477 1.0564 1.0761
S4 1.0326 1.0413 1.0720
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1453 1.1362 1.0932
R3 1.1219 1.1128 1.0867
R2 1.0985 1.0985 1.0846
R1 1.0894 1.0894 1.0824 1.0940
PP 1.0751 1.0751 1.0751 1.0774
S1 1.0660 1.0660 1.0782 1.0706
S2 1.0517 1.0517 1.0760
S3 1.0283 1.0426 1.0739
S4 1.0049 1.0192 1.0674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0842 1.0563 0.0279 2.6% 0.0058 0.5% 86% True False 8
10 1.0842 1.0555 0.0287 2.7% 0.0038 0.3% 86% True False 7
20 1.0842 1.0555 0.0287 2.7% 0.0026 0.2% 86% True False 21
40 1.0874 1.0555 0.0319 3.0% 0.0021 0.2% 78% False False 14
60 1.0874 1.0464 0.0410 3.8% 0.0020 0.2% 83% False False 10
80 1.0874 1.0198 0.0676 6.3% 0.0015 0.1% 89% False False 8
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 0.0003
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 1.1484
2.618 1.1237
1.618 1.1086
1.000 1.0993
0.618 1.0935
HIGH 1.0842
0.618 1.0784
0.500 1.0767
0.382 1.0749
LOW 1.0691
0.618 1.0598
1.000 1.0540
1.618 1.0447
2.618 1.0296
4.250 1.0049
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.0791 1.0782
PP 1.0779 1.0760
S1 1.0767 1.0739

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

View Archives - Comment on this page... - Back to Index of Symbols