CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0624 1.0613 -0.0011 -0.1% 1.0723
High 1.0624 1.0613 -0.0011 -0.1% 1.0781
Low 1.0624 1.0613 -0.0011 -0.1% 1.0668
Close 1.0624 1.0613 -0.0011 -0.1% 1.0668
Range
ATR 0.0032 0.0031 -0.0002 -4.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0613 1.0613 1.0613
R3 1.0613 1.0613 1.0613
R2 1.0613 1.0613 1.0613
R1 1.0613 1.0613 1.0613 1.0613
PP 1.0613 1.0613 1.0613 1.0613
S1 1.0613 1.0613 1.0613 1.0613
S2 1.0613 1.0613 1.0613
S3 1.0613 1.0613 1.0613
S4 1.0613 1.0613 1.0613
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1045 1.0969 1.0730
R3 1.0932 1.0856 1.0699
R2 1.0819 1.0819 1.0689
R1 1.0743 1.0743 1.0678 1.0725
PP 1.0706 1.0706 1.0706 1.0696
S1 1.0630 1.0630 1.0658 1.0612
S2 1.0593 1.0593 1.0647
S3 1.0480 1.0517 1.0637
S4 1.0367 1.0404 1.0606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0668 1.0613 0.0055 0.5% 0.0000 0.0% 0% False True 1
10 1.0781 1.0613 0.0168 1.6% 0.0000 0.0% 0% False True 1
20 1.0891 1.0613 0.0278 2.6% 0.0000 0.0% 0% False True 1
40 1.0891 1.0613 0.0278 2.6% 0.0000 0.0% 0% False True 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0613
2.618 1.0613
1.618 1.0613
1.000 1.0613
0.618 1.0613
HIGH 1.0613
0.618 1.0613
0.500 1.0613
0.382 1.0613
LOW 1.0613
0.618 1.0613
1.000 1.0613
1.618 1.0613
2.618 1.0613
4.250 1.0613
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.0613 1.0629
PP 1.0613 1.0623
S1 1.0613 1.0618

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

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