CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.0983 1.0969 -0.0014 -0.1% 1.0931
High 1.0983 1.0969 -0.0014 -0.1% 1.1003
Low 1.0948 1.0969 0.0021 0.2% 1.0931
Close 1.0948 1.0969 0.0021 0.2% 1.0948
Range 0.0035 0.0000 -0.0035 -100.0% 0.0072
ATR 0.0040 0.0039 -0.0001 -3.4% 0.0000
Volume 4 6 2 50.0% 69
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0969 1.0969 1.0969
R3 1.0969 1.0969 1.0969
R2 1.0969 1.0969 1.0969
R1 1.0969 1.0969 1.0969 1.0969
PP 1.0969 1.0969 1.0969 1.0969
S1 1.0969 1.0969 1.0969 1.0969
S2 1.0969 1.0969 1.0969
S3 1.0969 1.0969 1.0969
S4 1.0969 1.0969 1.0969
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 1.0948 0.0055 0.5% 0.0017 0.2% 38% False False 14
10 1.1013 1.0761 0.0252 2.3% 0.0026 0.2% 83% False False 8
20 1.1013 1.0741 0.0272 2.5% 0.0013 0.1% 84% False False 4
40 1.1013 1.0581 0.0432 3.9% 0.0007 0.1% 90% False False 2
60 1.1013 1.0581 0.0432 3.9% 0.0005 0.0% 90% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0969
2.618 1.0969
1.618 1.0969
1.000 1.0969
0.618 1.0969
HIGH 1.0969
0.618 1.0969
0.500 1.0969
0.382 1.0969
LOW 1.0969
0.618 1.0969
1.000 1.0969
1.618 1.0969
2.618 1.0969
4.250 1.0969
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.0969 1.0976
PP 1.0969 1.0973
S1 1.0969 1.0971

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

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