CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1.0991 1.1013 0.0022 0.2% 1.0950
High 1.0991 1.1013 0.0022 0.2% 1.1025
Low 1.0991 1.1013 0.0022 0.2% 1.0950
Close 1.0991 1.1013 0.0022 0.2% 1.0969
Range
ATR 0.0030 0.0029 -0.0001 -1.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1013 1.1013 1.1013
R3 1.1013 1.1013 1.1013
R2 1.1013 1.1013 1.1013
R1 1.1013 1.1013 1.1013 1.1013
PP 1.1013 1.1013 1.1013 1.1013
S1 1.1013 1.1013 1.1013 1.1013
S2 1.1013 1.1013 1.1013
S3 1.1013 1.1013 1.1013
S4 1.1013 1.1013 1.1013
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1206 1.1163 1.1010
R3 1.1131 1.1088 1.0990
R2 1.1056 1.1056 1.0983
R1 1.1013 1.1013 1.0976 1.1035
PP 1.0981 1.0981 1.0981 1.0992
S1 1.0938 1.0938 1.0962 1.0960
S2 1.0906 1.0906 1.0955
S3 1.0831 1.0863 1.0948
S4 1.0756 1.0788 1.0928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0969 0.0056 0.5% 0.0000 0.0% 79% False False 1
10 1.1025 1.0860 0.0165 1.5% 0.0000 0.0% 93% False False 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 95% False False 1
40 1.1025 1.0602 0.0423 3.8% 0.0002 0.0% 97% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1013
2.618 1.1013
1.618 1.1013
1.000 1.1013
0.618 1.1013
HIGH 1.1013
0.618 1.1013
0.500 1.1013
0.382 1.1013
LOW 1.1013
0.618 1.1013
1.000 1.1013
1.618 1.1013
2.618 1.1013
4.250 1.1013
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1.1013 1.1006
PP 1.1013 1.0998
S1 1.1013 1.0991

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

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