CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.0867 1.0861 -0.0006 -0.1% 1.0829
High 1.0867 1.0861 -0.0006 -0.1% 1.0840
Low 1.0867 1.0861 -0.0006 -0.1% 1.0804
Close 1.0867 1.0861 -0.0006 -0.1% 1.0840
Range
ATR 0.0027 0.0026 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0861 1.0861 1.0861
R3 1.0861 1.0861 1.0861
R2 1.0861 1.0861 1.0861
R1 1.0861 1.0861 1.0861 1.0861
PP 1.0861 1.0861 1.0861 1.0861
S1 1.0861 1.0861 1.0861 1.0861
S2 1.0861 1.0861 1.0861
S3 1.0861 1.0861 1.0861
S4 1.0861 1.0861 1.0861
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0936 1.0924 1.0860
R3 1.0900 1.0888 1.0850
R2 1.0864 1.0864 1.0847
R1 1.0852 1.0852 1.0843 1.0858
PP 1.0828 1.0828 1.0828 1.0831
S1 1.0816 1.0816 1.0837 1.0822
S2 1.0792 1.0792 1.0833
S3 1.0756 1.0780 1.0830
S4 1.0720 1.0744 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0867 1.0832 0.0035 0.3% 0.0000 0.0% 83% False False 1
10 1.0867 1.0713 0.0154 1.4% 0.0002 0.0% 96% False False 1
20 1.0867 1.0602 0.0265 2.4% 0.0001 0.0% 98% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0861
2.618 1.0861
1.618 1.0861
1.000 1.0861
0.618 1.0861
HIGH 1.0861
0.618 1.0861
0.500 1.0861
0.382 1.0861
LOW 1.0861
0.618 1.0861
1.000 1.0861
1.618 1.0861
2.618 1.0861
4.250 1.0861
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.0861 1.0864
PP 1.0861 1.0863
S1 1.0861 1.0862

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

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