CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1.0791 1.0797 0.0006 0.1% 1.0600
High 1.0791 1.0813 0.0022 0.2% 1.0818
Low 1.0791 1.0791 0.0000 0.0% 1.0600
Close 1.0791 1.0813 0.0022 0.2% 1.0818
Range 0.0000 0.0022 0.0022 0.0218
ATR 0.0041 0.0040 -0.0001 -3.3% 0.0000
Volume 5 5 0 0.0% 13
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0872 1.0864 1.0825
R3 1.0850 1.0842 1.0819
R2 1.0828 1.0828 1.0817
R1 1.0820 1.0820 1.0815 1.0824
PP 1.0806 1.0806 1.0806 1.0808
S1 1.0798 1.0798 1.0811 1.0802
S2 1.0784 1.0784 1.0809
S3 1.0762 1.0776 1.0807
S4 1.0740 1.0754 1.0801
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1399 1.1327 1.0938
R3 1.1181 1.1109 1.0878
R2 1.0963 1.0963 1.0858
R1 1.0891 1.0891 1.0838 1.0927
PP 1.0745 1.0745 1.0745 1.0764
S1 1.0673 1.0673 1.0798 1.0709
S2 1.0527 1.0527 1.0778
S3 1.0309 1.0455 1.0758
S4 1.0091 1.0237 1.0698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0818 1.0690 0.0128 1.2% 0.0035 0.3% 96% False False 4
10 1.0818 1.0534 0.0284 2.6% 0.0021 0.2% 98% False False 3
20 1.0818 1.0463 0.0355 3.3% 0.0011 0.1% 99% False False 2
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0907
2.618 1.0871
1.618 1.0849
1.000 1.0835
0.618 1.0827
HIGH 1.0813
0.618 1.0805
0.500 1.0802
0.382 1.0799
LOW 1.0791
0.618 1.0777
1.000 1.0769
1.618 1.0755
2.618 1.0733
4.250 1.0698
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1.0809 1.0809
PP 1.0806 1.0806
S1 1.0802 1.0802

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

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