CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.0839 1.0924 0.0085 0.8% 1.0700
High 1.0925 1.0928 0.0003 0.0% 1.0925
Low 1.0830 1.0891 0.0061 0.6% 1.0692
Close 1.0911 1.0912 0.0001 0.0% 1.0911
Range 0.0095 0.0037 -0.0058 -61.1% 0.0233
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 37,879 23,230 -14,649 -38.7% 92,400
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1021 1.1004 1.0932
R3 1.0984 1.0967 1.0922
R2 1.0947 1.0947 1.0919
R1 1.0930 1.0930 1.0915 1.0920
PP 1.0910 1.0910 1.0910 1.0906
S1 1.0893 1.0893 1.0909 1.0883
S2 1.0873 1.0873 1.0905
S3 1.0836 1.0856 1.0902
S4 1.0799 1.0819 1.0892
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 1.0928 1.0692 0.0236 2.2% 0.0086 0.8% 93% True False 21,894
10 1.0928 1.0678 0.0250 2.3% 0.0074 0.7% 94% True False 12,687
20 1.0928 1.0608 0.0320 2.9% 0.0061 0.6% 95% True False 6,408
40 1.0928 1.0555 0.0373 3.4% 0.0040 0.4% 96% True False 3,215
60 1.0928 1.0555 0.0373 3.4% 0.0032 0.3% 96% True False 2,145
80 1.0928 1.0463 0.0465 4.3% 0.0027 0.2% 97% True False 1,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.1025
1.618 1.0988
1.000 1.0965
0.618 1.0951
HIGH 1.0928
0.618 1.0914
0.500 1.0910
0.382 1.0905
LOW 1.0891
0.618 1.0868
1.000 1.0854
1.618 1.0831
2.618 1.0794
4.250 1.0734
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.0911 1.0896
PP 1.0910 1.0880
S1 1.0910 1.0864

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

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