CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.0975 1.0983 0.0008 0.1% 1.0931
High 1.1003 1.0983 -0.0020 -0.2% 1.1003
Low 1.0975 1.0948 -0.0027 -0.2% 1.0931
Close 1.1003 1.0948 -0.0055 -0.5% 1.0948
Range 0.0028 0.0035 0.0007 25.0% 0.0072
ATR 0.0039 0.0040 0.0001 2.9% 0.0000
Volume 53 4 -49 -92.5% 69
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1065 1.1041 1.0967
R3 1.1030 1.1006 1.0958
R2 1.0995 1.0995 1.0954
R1 1.0971 1.0971 1.0951 1.0966
PP 1.0960 1.0960 1.0960 1.0957
S1 1.0936 1.0936 1.0945 1.0931
S2 1.0925 1.0925 1.0942
S3 1.0890 1.0901 1.0938
S4 1.0855 1.0866 1.0929
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1177 1.1134 1.0988
R3 1.1105 1.1062 1.0968
R2 1.1033 1.1033 1.0961
R1 1.0990 1.0990 1.0955 1.1012
PP 1.0961 1.0961 1.0961 1.0971
S1 1.0918 1.0918 1.0941 1.0940
S2 1.0889 1.0889 1.0935
S3 1.0817 1.0846 1.0928
S4 1.0745 1.0774 1.0908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1003 1.0931 0.0072 0.7% 0.0017 0.2% 24% False False 13
10 1.1013 1.0753 0.0260 2.4% 0.0026 0.2% 75% False False 8
20 1.1013 1.0741 0.0272 2.5% 0.0013 0.1% 76% False False 4
40 1.1013 1.0581 0.0432 3.9% 0.0007 0.1% 85% False False 2
60 1.1013 1.0581 0.0432 3.9% 0.0005 0.0% 85% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1132
2.618 1.1075
1.618 1.1040
1.000 1.1018
0.618 1.1005
HIGH 1.0983
0.618 1.0970
0.500 1.0966
0.382 1.0961
LOW 1.0948
0.618 1.0926
1.000 1.0913
1.618 1.0891
2.618 1.0856
4.250 1.0799
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.0966 1.0976
PP 1.0960 1.0966
S1 1.0954 1.0957

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

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