CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.0729 1.0747 0.0018 0.2% 1.0748
High 1.0729 1.0767 0.0038 0.4% 1.0767
Low 1.0729 1.0743 0.0014 0.1% 1.0647
Close 1.0729 1.0747 0.0018 0.2% 1.0747
Range 0.0000 0.0024 0.0024 0.0120
ATR 0.0045 0.0045 -0.0001 -1.1% 0.0000
Volume 1 1 0 0.0% 39
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0824 1.0810 1.0760
R3 1.0800 1.0786 1.0754
R2 1.0776 1.0776 1.0751
R1 1.0762 1.0762 1.0749 1.0759
PP 1.0752 1.0752 1.0752 1.0751
S1 1.0738 1.0738 1.0745 1.0735
S2 1.0728 1.0728 1.0743
S3 1.0704 1.0714 1.0740
S4 1.0680 1.0690 1.0734
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1080 1.1034 1.0813
R3 1.0960 1.0914 1.0780
R2 1.0840 1.0840 1.0769
R1 1.0794 1.0794 1.0758 1.0757
PP 1.0720 1.0720 1.0720 1.0702
S1 1.0674 1.0674 1.0736 1.0637
S2 1.0600 1.0600 1.0725
S3 1.0480 1.0554 1.0714
S4 1.0360 1.0434 1.0681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0767 1.0647 0.0120 1.1% 0.0018 0.2% 83% True False 7
10 1.0791 1.0647 0.0144 1.3% 0.0021 0.2% 69% False False 7
20 1.0813 1.0647 0.0166 1.5% 0.0017 0.2% 60% False False 5
40 1.0818 1.0316 0.0502 4.7% 0.0013 0.1% 86% 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 1.0869
2.618 1.0830
1.618 1.0806
1.000 1.0791
0.618 1.0782
HIGH 1.0767
0.618 1.0758
0.500 1.0755
0.382 1.0752
LOW 1.0743
0.618 1.0728
1.000 1.0719
1.618 1.0704
2.618 1.0680
4.250 1.0641
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.0755 1.0734
PP 1.0752 1.0720
S1 1.0750 1.0707

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

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