CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 1.0983 1.0986 0.0003 0.0% 1.0753
High 1.0983 1.1002 0.0019 0.2% 1.1013
Low 1.0983 1.0979 -0.0004 0.0% 1.0753
Close 1.0983 1.1002 0.0019 0.2% 1.0928
Range 0.0000 0.0023 0.0023 0.0260
ATR 0.0041 0.0040 -0.0001 -3.2% 0.0000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1063 1.1056 1.1015
R3 1.1040 1.1033 1.1008
R2 1.1017 1.1017 1.1006
R1 1.1010 1.1010 1.1004 1.1014
PP 1.0994 1.0994 1.0994 1.0996
S1 1.0987 1.0987 1.1000 1.0991
S2 1.0971 1.0971 1.0998
S3 1.0948 1.0964 1.0996
S4 1.0925 1.0941 1.0989
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1678 1.1563 1.1071
R3 1.1418 1.1303 1.1000
R2 1.1158 1.1158 1.0976
R1 1.1043 1.1043 1.0952 1.1101
PP 1.0898 1.0898 1.0898 1.0927
S1 1.0783 1.0783 1.0904 1.0841
S2 1.0638 1.0638 1.0880
S3 1.0378 1.0523 1.0857
S4 1.0118 1.0263 1.0785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1002 1.0861 0.0141 1.3% 0.0005 0.0% 100% True False 4
10 1.1013 1.0741 0.0272 2.5% 0.0020 0.2% 96% False False 2
20 1.1013 1.0691 0.0322 2.9% 0.0011 0.1% 97% False False 1
40 1.1013 1.0581 0.0432 3.9% 0.0006 0.1% 97% False False 1
60 1.1013 1.0581 0.0432 3.9% 0.0004 0.0% 97% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1100
2.618 1.1062
1.618 1.1039
1.000 1.1025
0.618 1.1016
HIGH 1.1002
0.618 1.0993
0.500 1.0991
0.382 1.0988
LOW 1.0979
0.618 1.0965
1.000 1.0956
1.618 1.0942
2.618 1.0919
4.250 1.0881
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 1.0998 1.0990
PP 1.0994 1.0978
S1 1.0991 1.0967

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

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