CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.0843 1.0844 0.0001 0.0% 1.0807
High 1.0843 1.0844 0.0001 0.0% 1.0820
Low 1.0843 1.0837 -0.0006 -0.1% 1.0783
Close 1.0843 1.0837 -0.0006 -0.1% 1.0820
Range 0.0000 0.0007 0.0007 0.0037
ATR 0.0028 0.0027 -0.0002 -5.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0860 1.0856 1.0841
R3 1.0853 1.0849 1.0839
R2 1.0846 1.0846 1.0838
R1 1.0842 1.0842 1.0838 1.0841
PP 1.0839 1.0839 1.0839 1.0839
S1 1.0835 1.0835 1.0836 1.0834
S2 1.0832 1.0832 1.0836
S3 1.0825 1.0828 1.0835
S4 1.0818 1.0821 1.0833
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0919 1.0906 1.0840
R3 1.0882 1.0869 1.0830
R2 1.0845 1.0845 1.0827
R1 1.0832 1.0832 1.0823 1.0839
PP 1.0808 1.0808 1.0808 1.0811
S1 1.0795 1.0795 1.0817 1.0802
S2 1.0771 1.0771 1.0813
S3 1.0734 1.0758 1.0810
S4 1.0697 1.0721 1.0800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0844 1.0813 0.0031 0.3% 0.0001 0.0% 77% True False 1
10 1.0844 1.0691 0.0153 1.4% 0.0003 0.0% 95% True False 1
20 1.0844 1.0581 0.0263 2.4% 0.0001 0.0% 97% True False 1
40 1.0891 1.0581 0.0310 2.9% 0.0001 0.0% 83% False False 1
60 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 83% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0874
2.618 1.0862
1.618 1.0855
1.000 1.0851
0.618 1.0848
HIGH 1.0844
0.618 1.0841
0.500 1.0841
0.382 1.0840
LOW 1.0837
0.618 1.0833
1.000 1.0830
1.618 1.0826
2.618 1.0819
4.250 1.0807
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.0841 1.0841
PP 1.0839 1.0839
S1 1.0838 1.0838

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

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