CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.0577 1.0566 -0.0011 -0.1% 1.0621
High 1.0595 1.0566 -0.0029 -0.3% 1.0625
Low 1.0577 1.0560 -0.0017 -0.2% 1.0560
Close 1.0595 1.0562 -0.0033 -0.3% 1.0562
Range 0.0018 0.0006 -0.0012 -66.7% 0.0065
ATR 0.0041 0.0041 0.0000 -1.0% 0.0000
Volume 3 1 -2 -66.7% 343
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0581 1.0577 1.0565
R3 1.0575 1.0571 1.0564
R2 1.0569 1.0569 1.0563
R1 1.0565 1.0565 1.0563 1.0564
PP 1.0563 1.0563 1.0563 1.0562
S1 1.0559 1.0559 1.0561 1.0558
S2 1.0557 1.0557 1.0561
S3 1.0551 1.0553 1.0560
S4 1.0545 1.0547 1.0559
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0777 1.0735 1.0598
R3 1.0712 1.0670 1.0580
R2 1.0647 1.0647 1.0574
R1 1.0605 1.0605 1.0568 1.0594
PP 1.0582 1.0582 1.0582 1.0577
S1 1.0540 1.0540 1.0556 1.0529
S2 1.0517 1.0517 1.0550
S3 1.0452 1.0475 1.0544
S4 1.0387 1.0410 1.0526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0625 1.0560 0.0065 0.6% 0.0005 0.0% 3% False True 68
10 1.0765 1.0560 0.0205 1.9% 0.0015 0.1% 1% False True 35
20 1.0874 1.0560 0.0314 3.0% 0.0014 0.1% 1% False True 20
40 1.0874 1.0560 0.0314 3.0% 0.0015 0.1% 1% False True 13
60 1.0874 1.0316 0.0558 5.3% 0.0013 0.1% 44% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0592
2.618 1.0582
1.618 1.0576
1.000 1.0572
0.618 1.0570
HIGH 1.0566
0.618 1.0564
0.500 1.0563
0.382 1.0562
LOW 1.0560
0.618 1.0556
1.000 1.0554
1.618 1.0550
2.618 1.0544
4.250 1.0535
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.0563 1.0584
PP 1.0563 1.0576
S1 1.0562 1.0569

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

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