CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1.0818 1.0871 0.0053 0.5% 1.0748
High 1.0818 1.0874 0.0056 0.5% 1.0767
Low 1.0818 1.0871 0.0053 0.5% 1.0647
Close 1.0818 1.0874 0.0056 0.5% 1.0747
Range 0.0000 0.0003 0.0003 0.0120
ATR 0.0045 0.0046 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 39
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0882 1.0881 1.0876
R3 1.0879 1.0878 1.0875
R2 1.0876 1.0876 1.0875
R1 1.0875 1.0875 1.0874 1.0876
PP 1.0873 1.0873 1.0873 1.0873
S1 1.0872 1.0872 1.0874 1.0873
S2 1.0870 1.0870 1.0873
S3 1.0867 1.0869 1.0873
S4 1.0864 1.0866 1.0872
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 1.0874 1.0729 0.0145 1.3% 0.0005 0.0% 100% True False 2
10 1.0874 1.0647 0.0227 2.1% 0.0013 0.1% 100% True False 6
20 1.0874 1.0647 0.0227 2.1% 0.0016 0.1% 100% True False 5
40 1.0874 1.0463 0.0411 3.8% 0.0013 0.1% 100% True False 4
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0887
2.618 1.0882
1.618 1.0879
1.000 1.0877
0.618 1.0876
HIGH 1.0874
0.618 1.0873
0.500 1.0873
0.382 1.0872
LOW 1.0871
0.618 1.0869
1.000 1.0868
1.618 1.0866
2.618 1.0863
4.250 1.0858
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1.0874 1.0851
PP 1.0873 1.0828
S1 1.0873 1.0805

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

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