CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0808 1.0839 0.0031 0.3% 1.0700
High 1.0855 1.0925 0.0070 0.6% 1.0925
Low 1.0799 1.0830 0.0031 0.3% 1.0692
Close 1.0843 1.0911 0.0068 0.6% 1.0911
Range 0.0056 0.0095 0.0039 69.6% 0.0233
ATR 0.0061 0.0063 0.0002 4.0% 0.0000
Volume 21,143 37,879 16,736 79.2% 92,400
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1174 1.1137 1.0963
R3 1.1079 1.1042 1.0937
R2 1.0984 1.0984 1.0928
R1 1.0947 1.0947 1.0920 1.0966
PP 1.0889 1.0889 1.0889 1.0898
S1 1.0852 1.0852 1.0902 1.0871
S2 1.0794 1.0794 1.0894
S3 1.0699 1.0757 1.0885
S4 1.0604 1.0662 1.0859
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1542 1.1459 1.1039
R3 1.1309 1.1226 1.0975
R2 1.1076 1.1076 1.0954
R1 1.0993 1.0993 1.0932 1.1035
PP 1.0843 1.0843 1.0843 1.0863
S1 1.0760 1.0760 1.0890 1.0802
S2 1.0610 1.0610 1.0868
S3 1.0377 1.0527 1.0847
S4 1.0144 1.0294 1.0783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0925 1.0692 0.0233 2.1% 0.0087 0.8% 94% True False 18,480
10 1.0925 1.0678 0.0247 2.3% 0.0074 0.7% 94% True False 10,448
20 1.0925 1.0563 0.0362 3.3% 0.0061 0.6% 96% True False 5,247
40 1.0925 1.0555 0.0370 3.4% 0.0039 0.4% 96% True False 2,634
60 1.0925 1.0555 0.0370 3.4% 0.0031 0.3% 96% True False 1,758
80 1.0925 1.0463 0.0462 4.2% 0.0026 0.2% 97% True False 1,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1329
2.618 1.1174
1.618 1.1079
1.000 1.1020
0.618 1.0984
HIGH 1.0925
0.618 1.0889
0.500 1.0878
0.382 1.0866
LOW 1.0830
0.618 1.0771
1.000 1.0735
1.618 1.0676
2.618 1.0581
4.250 1.0426
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0900 1.0885
PP 1.0889 1.0859
S1 1.0878 1.0833

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

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