CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 1.0667 1.0647 -0.0020 -0.2% 1.0686
High 1.0667 1.0721 0.0054 0.5% 1.0719
Low 1.0667 1.0647 -0.0020 -0.2% 1.0664
Close 1.0667 1.0689 0.0022 0.2% 1.0667
Range 0.0000 0.0074 0.0074 0.0055
ATR 0.0040 0.0043 0.0002 6.0% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0908 1.0872 1.0730
R3 1.0834 1.0798 1.0709
R2 1.0760 1.0760 1.0703
R1 1.0724 1.0724 1.0696 1.0742
PP 1.0686 1.0686 1.0686 1.0695
S1 1.0650 1.0650 1.0682 1.0668
S2 1.0612 1.0612 1.0675
S3 1.0538 1.0576 1.0669
S4 1.0464 1.0502 1.0648
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0848 1.0813 1.0697
R3 1.0793 1.0758 1.0682
R2 1.0738 1.0738 1.0677
R1 1.0703 1.0703 1.0672 1.0693
PP 1.0683 1.0683 1.0683 1.0679
S1 1.0648 1.0648 1.0662 1.0638
S2 1.0628 1.0628 1.0657
S3 1.0573 1.0593 1.0652
S4 1.0518 1.0538 1.0637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0721 1.0647 0.0074 0.7% 0.0024 0.2% 57% True True 3
10 1.0813 1.0647 0.0166 1.6% 0.0020 0.2% 25% False True 3
20 1.0818 1.0510 0.0308 2.9% 0.0020 0.2% 58% False False 3
40 1.0818 1.0288 0.0530 5.0% 0.0010 0.1% 76% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1036
2.618 1.0915
1.618 1.0841
1.000 1.0795
0.618 1.0767
HIGH 1.0721
0.618 1.0693
0.500 1.0684
0.382 1.0675
LOW 1.0647
0.618 1.0601
1.000 1.0573
1.618 1.0527
2.618 1.0453
4.250 1.0333
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 1.0687 1.0687
PP 1.0686 1.0686
S1 1.0684 1.0684

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

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