CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.0717 1.0689 -0.0028 -0.3% 1.0825
High 1.0717 1.0703 -0.0014 -0.1% 1.0825
Low 1.0717 1.0689 -0.0028 -0.3% 1.0708
Close 1.0717 1.0703 -0.0014 -0.1% 1.0717
Range 0.0000 0.0014 0.0014 0.0117
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 2 2 0 0.0% 46
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0740 1.0736 1.0711
R3 1.0726 1.0722 1.0707
R2 1.0712 1.0712 1.0706
R1 1.0708 1.0708 1.0704 1.0710
PP 1.0698 1.0698 1.0698 1.0700
S1 1.0694 1.0694 1.0702 1.0696
S2 1.0684 1.0684 1.0700
S3 1.0670 1.0680 1.0699
S4 1.0656 1.0666 1.0695
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1101 1.1026 1.0781
R3 1.0984 1.0909 1.0749
R2 1.0867 1.0867 1.0738
R1 1.0792 1.0792 1.0728 1.0771
PP 1.0750 1.0750 1.0750 1.0740
S1 1.0675 1.0675 1.0706 1.0654
S2 1.0633 1.0633 1.0696
S3 1.0516 1.0558 1.0685
S4 1.0399 1.0441 1.0653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0775 1.0689 0.0086 0.8% 0.0024 0.2% 16% False True 9
10 1.0874 1.0689 0.0185 1.7% 0.0015 0.1% 8% False True 5
20 1.0874 1.0647 0.0227 2.1% 0.0014 0.1% 25% False False 6
40 1.0874 1.0510 0.0364 3.4% 0.0017 0.2% 53% False False 4
60 1.0874 1.0288 0.0586 5.5% 0.0011 0.1% 71% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0763
2.618 1.0740
1.618 1.0726
1.000 1.0717
0.618 1.0712
HIGH 1.0703
0.618 1.0698
0.500 1.0696
0.382 1.0694
LOW 1.0689
0.618 1.0680
1.000 1.0675
1.618 1.0666
2.618 1.0652
4.250 1.0630
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.0701 1.0709
PP 1.0698 1.0707
S1 1.0696 1.0705

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

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