CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0807 1.0783 -0.0024 -0.2% 1.0678
High 1.0807 1.0783 -0.0024 -0.2% 1.0841
Low 1.0807 1.0783 -0.0024 -0.2% 1.0671
Close 1.0807 1.0783 -0.0024 -0.2% 1.0822
Range
ATR 0.0036 0.0035 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0783 1.0783 1.0783
R3 1.0783 1.0783 1.0783
R2 1.0783 1.0783 1.0783
R1 1.0783 1.0783 1.0783 1.0783
PP 1.0783 1.0783 1.0783 1.0783
S1 1.0783 1.0783 1.0783 1.0783
S2 1.0783 1.0783 1.0783
S3 1.0783 1.0783 1.0783
S4 1.0783 1.0783 1.0783
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1288 1.1225 1.0916
R3 1.1118 1.1055 1.0869
R2 1.0948 1.0948 1.0853
R1 1.0885 1.0885 1.0838 1.0917
PP 1.0778 1.0778 1.0778 1.0794
S1 1.0715 1.0715 1.0806 1.0747
S2 1.0608 1.0608 1.0791
S3 1.0438 1.0545 1.0775
S4 1.0268 1.0375 1.0729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0841 1.0671 0.0170 1.6% 0.0004 0.0% 66% False False 1
10 1.0841 1.0597 0.0244 2.3% 0.0002 0.0% 76% False False 1
20 1.0841 1.0581 0.0260 2.4% 0.0001 0.0% 78% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 65% 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 1.0783
2.618 1.0783
1.618 1.0783
1.000 1.0783
0.618 1.0783
HIGH 1.0783
0.618 1.0783
0.500 1.0783
0.382 1.0783
LOW 1.0783
0.618 1.0783
1.000 1.0783
1.618 1.0783
2.618 1.0783
4.250 1.0783
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0783 1.0812
PP 1.0783 1.0802
S1 1.0783 1.0793

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

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