CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.0709 1.0681 -0.0028 -0.3% 1.0686
High 1.0709 1.0681 -0.0028 -0.3% 1.0719
Low 1.0709 1.0677 -0.0032 -0.3% 1.0664
Close 1.0709 1.0679 -0.0030 -0.3% 1.0667
Range 0.0000 0.0004 0.0004 0.0055
ATR 0.0041 0.0040 -0.0001 -1.6% 0.0000
Volume 11 11 0 0.0% 16
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0691 1.0689 1.0681
R3 1.0687 1.0685 1.0680
R2 1.0683 1.0683 1.0680
R1 1.0681 1.0681 1.0679 1.0680
PP 1.0679 1.0679 1.0679 1.0679
S1 1.0677 1.0677 1.0679 1.0676
S2 1.0675 1.0675 1.0678
S3 1.0671 1.0673 1.0678
S4 1.0667 1.0669 1.0677
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% 43% False False 6
10 1.0757 1.0647 0.0110 1.0% 0.0018 0.2% 29% False False 4
20 1.0818 1.0534 0.0284 2.7% 0.0020 0.2% 51% False False 4
40 1.0818 1.0288 0.0530 5.0% 0.0010 0.1% 74% False False 3
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0698
2.618 1.0691
1.618 1.0687
1.000 1.0685
0.618 1.0683
HIGH 1.0681
0.618 1.0679
0.500 1.0679
0.382 1.0679
LOW 1.0677
0.618 1.0675
1.000 1.0673
1.618 1.0671
2.618 1.0667
4.250 1.0660
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.0679 1.0684
PP 1.0679 1.0682
S1 1.0679 1.0681

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

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