CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.0667 1.0621 -0.0046 -0.4% 1.0689
High 1.0677 1.0621 -0.0056 -0.5% 1.0765
Low 1.0573 1.0621 0.0048 0.5% 1.0573
Close 1.0649 1.0621 -0.0028 -0.3% 1.0649
Range 0.0104 0.0000 -0.0104 -100.0% 0.0192
ATR 0.0048 0.0047 -0.0001 -3.0% 0.0000
Volume 1 113 112 11,200.0% 9
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0621 1.0621 1.0621
R3 1.0621 1.0621 1.0621
R2 1.0621 1.0621 1.0621
R1 1.0621 1.0621 1.0621 1.0621
PP 1.0621 1.0621 1.0621 1.0621
S1 1.0621 1.0621 1.0621 1.0621
S2 1.0621 1.0621 1.0621
S3 1.0621 1.0621 1.0621
S4 1.0621 1.0621 1.0621
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1238 1.1136 1.0755
R3 1.1046 1.0944 1.0702
R2 1.0854 1.0854 1.0684
R1 1.0752 1.0752 1.0667 1.0707
PP 1.0662 1.0662 1.0662 1.0640
S1 1.0560 1.0560 1.0631 1.0515
S2 1.0470 1.0470 1.0614
S3 1.0278 1.0368 1.0596
S4 1.0086 1.0176 1.0543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0765 1.0573 0.0192 1.8% 0.0022 0.2% 25% False False 24
10 1.0775 1.0573 0.0202 1.9% 0.0023 0.2% 24% False False 16
20 1.0874 1.0573 0.0301 2.8% 0.0017 0.2% 16% False False 10
40 1.0874 1.0573 0.0301 2.8% 0.0019 0.2% 16% False False 7
60 1.0874 1.0288 0.0586 5.5% 0.0013 0.1% 57% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0621
1.618 1.0621
1.000 1.0621
0.618 1.0621
HIGH 1.0621
0.618 1.0621
0.500 1.0621
0.382 1.0621
LOW 1.0621
0.618 1.0621
1.000 1.0621
1.618 1.0621
2.618 1.0621
4.250 1.0621
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.0621 1.0663
PP 1.0621 1.0649
S1 1.0621 1.0635

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

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