CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 1.0745 1.0700 -0.0045 -0.4% 1.0803
High 1.0749 1.0739 -0.0010 -0.1% 1.0836
Low 1.0678 1.0696 0.0018 0.2% 1.0678
Close 1.0720 1.0734 0.0014 0.1% 1.0720
Range 0.0071 0.0043 -0.0028 -39.4% 0.0158
ATR 0.0052 0.0051 -0.0001 -1.2% 0.0000
Volume 1,393 6,156 4,763 341.9% 12,080
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0852 1.0836 1.0758
R3 1.0809 1.0793 1.0746
R2 1.0766 1.0766 1.0742
R1 1.0750 1.0750 1.0738 1.0758
PP 1.0723 1.0723 1.0723 1.0727
S1 1.0707 1.0707 1.0730 1.0715
S2 1.0680 1.0680 1.0726
S3 1.0637 1.0664 1.0722
S4 1.0594 1.0621 1.0710
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1219 1.1127 1.0807
R3 1.1061 1.0969 1.0763
R2 1.0903 1.0903 1.0749
R1 1.0811 1.0811 1.0734 1.0778
PP 1.0745 1.0745 1.0745 1.0728
S1 1.0653 1.0653 1.0706 1.0620
S2 1.0587 1.0587 1.0691
S3 1.0429 1.0495 1.0677
S4 1.0271 1.0337 1.0633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0833 1.0678 0.0155 1.4% 0.0061 0.6% 36% False False 3,479
10 1.0836 1.0678 0.0158 1.5% 0.0052 0.5% 35% False False 1,853
20 1.0842 1.0555 0.0287 2.7% 0.0045 0.4% 62% False False 936
40 1.0874 1.0555 0.0319 3.0% 0.0030 0.3% 56% False False 478
60 1.0874 1.0555 0.0319 3.0% 0.0025 0.2% 56% False False 321
80 1.0874 1.0316 0.0558 5.2% 0.0021 0.2% 75% False False 241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0922
2.618 1.0852
1.618 1.0809
1.000 1.0782
0.618 1.0766
HIGH 1.0739
0.618 1.0723
0.500 1.0718
0.382 1.0712
LOW 1.0696
0.618 1.0669
1.000 1.0653
1.618 1.0626
2.618 1.0583
4.250 1.0513
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 1.0729 1.0752
PP 1.0723 1.0746
S1 1.0718 1.0740

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

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