CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.0766 1.0754 -0.0012 -0.1% 1.0768
High 1.0766 1.0754 -0.0012 -0.1% 1.0768
Low 1.0766 1.0754 -0.0012 -0.1% 1.0684
Close 1.0766 1.0754 -0.0012 -0.1% 1.0766
Range
ATR 0.0038 0.0036 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0754 1.0754 1.0754
R3 1.0754 1.0754 1.0754
R2 1.0754 1.0754 1.0754
R1 1.0754 1.0754 1.0754 1.0754
PP 1.0754 1.0754 1.0754 1.0754
S1 1.0754 1.0754 1.0754 1.0754
S2 1.0754 1.0754 1.0754
S3 1.0754 1.0754 1.0754
S4 1.0754 1.0754 1.0754
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0991 1.0963 1.0812
R3 1.0907 1.0879 1.0789
R2 1.0823 1.0823 1.0781
R1 1.0795 1.0795 1.0774 1.0767
PP 1.0739 1.0739 1.0739 1.0726
S1 1.0711 1.0711 1.0758 1.0683
S2 1.0655 1.0655 1.0751
S3 1.0571 1.0627 1.0743
S4 1.0487 1.0543 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0766 1.0684 0.0082 0.8% 0.0000 0.0% 85% False False 1
10 1.0809 1.0684 0.0125 1.2% 0.0000 0.0% 56% False False 1
20 1.0833 1.0684 0.0149 1.4% 0.0000 0.0% 47% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0754
2.618 1.0754
1.618 1.0754
1.000 1.0754
0.618 1.0754
HIGH 1.0754
0.618 1.0754
0.500 1.0754
0.382 1.0754
LOW 1.0754
0.618 1.0754
1.000 1.0754
1.618 1.0754
2.618 1.0754
4.250 1.0754
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.0754 1.0758
PP 1.0754 1.0756
S1 1.0754 1.0755

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

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