CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.0612 1.0638 0.0026 0.2% 1.0555
High 1.0658 1.0652 -0.0006 -0.1% 1.0640
Low 1.0608 1.0638 0.0030 0.3% 1.0555
Close 1.0658 1.0652 -0.0006 -0.1% 1.0588
Range 0.0050 0.0014 -0.0036 -72.0% 0.0085
ATR 0.0042 0.0040 -0.0002 -3.7% 0.0000
Volume 9 9 0 0.0% 34
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0689 1.0685 1.0660
R3 1.0675 1.0671 1.0656
R2 1.0661 1.0661 1.0655
R1 1.0657 1.0657 1.0653 1.0659
PP 1.0647 1.0647 1.0647 1.0649
S1 1.0643 1.0643 1.0651 1.0645
S2 1.0633 1.0633 1.0649
S3 1.0619 1.0629 1.0648
S4 1.0605 1.0615 1.0644
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0849 1.0804 1.0635
R3 1.0764 1.0719 1.0611
R2 1.0679 1.0679 1.0604
R1 1.0634 1.0634 1.0596 1.0657
PP 1.0594 1.0594 1.0594 1.0606
S1 1.0549 1.0549 1.0580 1.0572
S2 1.0509 1.0509 1.0572
S3 1.0424 1.0464 1.0565
S4 1.0339 1.0379 1.0541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0658 1.0563 0.0095 0.9% 0.0027 0.3% 94% False False 8
10 1.0658 1.0555 0.0103 1.0% 0.0020 0.2% 94% False False 16
20 1.0765 1.0555 0.0210 2.0% 0.0018 0.2% 46% False False 22
40 1.0874 1.0555 0.0319 3.0% 0.0018 0.2% 30% False False 13
60 1.0874 1.0464 0.0410 3.8% 0.0016 0.2% 46% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0712
2.618 1.0689
1.618 1.0675
1.000 1.0666
0.618 1.0661
HIGH 1.0652
0.618 1.0647
0.500 1.0645
0.382 1.0643
LOW 1.0638
0.618 1.0629
1.000 1.0624
1.618 1.0615
2.618 1.0601
4.250 1.0579
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.0650 1.0638
PP 1.0647 1.0624
S1 1.0645 1.0611

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

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