CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0631 1.0654 0.0023 0.2% 1.0640
High 1.0631 1.0654 0.0023 0.2% 1.0644
Low 1.0631 1.0654 0.0023 0.2% 1.0581
Close 1.0631 1.0654 0.0023 0.2% 1.0581
Range
ATR 0.0028 0.0028 0.0000 -1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0654 1.0654 1.0654
R3 1.0654 1.0654 1.0654
R2 1.0654 1.0654 1.0654
R1 1.0654 1.0654 1.0654 1.0654
PP 1.0654 1.0654 1.0654 1.0654
S1 1.0654 1.0654 1.0654 1.0654
S2 1.0654 1.0654 1.0654
S3 1.0654 1.0654 1.0654
S4 1.0654 1.0654 1.0654
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 1.0654 1.0581 0.0073 0.7% 0.0000 0.0% 100% True False 1
10 1.0668 1.0581 0.0087 0.8% 0.0000 0.0% 84% False False 1
20 1.0824 1.0581 0.0243 2.3% 0.0000 0.0% 30% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 24% 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 1.0654
2.618 1.0654
1.618 1.0654
1.000 1.0654
0.618 1.0654
HIGH 1.0654
0.618 1.0654
0.500 1.0654
0.382 1.0654
LOW 1.0654
0.618 1.0654
1.000 1.0654
1.618 1.0654
2.618 1.0654
4.250 1.0654
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0654 1.0645
PP 1.0654 1.0635
S1 1.0654 1.0626

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

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