CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.0597 1.0631 0.0034 0.3% 1.0640
High 1.0597 1.0631 0.0034 0.3% 1.0644
Low 1.0597 1.0631 0.0034 0.3% 1.0581
Close 1.0597 1.0631 0.0034 0.3% 1.0581
Range
ATR 0.0028 0.0028 0.0000 1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0631 1.0631 1.0631
R3 1.0631 1.0631 1.0631
R2 1.0631 1.0631 1.0631
R1 1.0631 1.0631 1.0631 1.0631
PP 1.0631 1.0631 1.0631 1.0631
S1 1.0631 1.0631 1.0631 1.0631
S2 1.0631 1.0631 1.0631
S3 1.0631 1.0631 1.0631
S4 1.0631 1.0631 1.0631
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0791 1.0749 1.0616
R3 1.0728 1.0686 1.0598
R2 1.0665 1.0665 1.0593
R1 1.0623 1.0623 1.0587 1.0613
PP 1.0602 1.0602 1.0602 1.0597
S1 1.0560 1.0560 1.0575 1.0550
S2 1.0539 1.0539 1.0569
S3 1.0476 1.0497 1.0564
S4 1.0413 1.0434 1.0546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0631 1.0581 0.0050 0.5% 0.0000 0.0% 100% True False 1
10 1.0770 1.0581 0.0189 1.8% 0.0000 0.0% 26% False False 1
20 1.0853 1.0581 0.0272 2.6% 0.0000 0.0% 18% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 16% 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 1.0631
2.618 1.0631
1.618 1.0631
1.000 1.0631
0.618 1.0631
HIGH 1.0631
0.618 1.0631
0.500 1.0631
0.382 1.0631
LOW 1.0631
0.618 1.0631
1.000 1.0631
1.618 1.0631
2.618 1.0631
4.250 1.0631
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.0631 1.0624
PP 1.0631 1.0617
S1 1.0631 1.0611

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

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