CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.0797 1.0809 0.0012 0.1% 1.0707
High 1.0797 1.0809 0.0012 0.1% 1.0809
Low 1.0797 1.0809 0.0012 0.1% 1.0698
Close 1.0797 1.0809 0.0012 0.1% 1.0809
Range
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0809 1.0809 1.0809
R3 1.0809 1.0809 1.0809
R2 1.0809 1.0809 1.0809
R1 1.0809 1.0809 1.0809 1.0809
PP 1.0809 1.0809 1.0809 1.0809
S1 1.0809 1.0809 1.0809 1.0809
S2 1.0809 1.0809 1.0809
S3 1.0809 1.0809 1.0809
S4 1.0809 1.0809 1.0809
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1105 1.1068 1.0870
R3 1.0994 1.0957 1.0840
R2 1.0883 1.0883 1.0829
R1 1.0846 1.0846 1.0819 1.0865
PP 1.0772 1.0772 1.0772 1.0781
S1 1.0735 1.0735 1.0799 1.0754
S2 1.0661 1.0661 1.0789
S3 1.0550 1.0624 1.0778
S4 1.0439 1.0513 1.0748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0809 1.0698 0.0111 1.0% 0.0000 0.0% 100% True False 1
10 1.0809 1.0686 0.0123 1.1% 0.0000 0.0% 100% True False 1
20 1.0836 1.0622 0.0214 2.0% 0.0001 0.0% 87% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0809
2.618 1.0809
1.618 1.0809
1.000 1.0809
0.618 1.0809
HIGH 1.0809
0.618 1.0809
0.500 1.0809
0.382 1.0809
LOW 1.0809
0.618 1.0809
1.000 1.0809
1.618 1.0809
2.618 1.0809
4.250 1.0809
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.0809 1.0791
PP 1.0809 1.0772
S1 1.0809 1.0754

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

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