CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.0991 1.1016 0.0025 0.2% 1.0931
High 1.0991 1.1016 0.0025 0.2% 1.1003
Low 1.0991 1.0984 -0.0007 -0.1% 1.0931
Close 1.0991 1.0984 -0.0007 -0.1% 1.0948
Range 0.0000 0.0032 0.0032 0.0072
ATR 0.0038 0.0037 0.0000 -1.1% 0.0000
Volume 6 6 0 0.0% 69
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1091 1.1069 1.1002
R3 1.1059 1.1037 1.0993
R2 1.1027 1.1027 1.0990
R1 1.1005 1.1005 1.0987 1.1000
PP 1.0995 1.0995 1.0995 1.0992
S1 1.0973 1.0973 1.0981 1.0968
S2 1.0963 1.0963 1.0978
S3 1.0931 1.0941 1.0975
S4 1.0899 1.0909 1.0966
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 1.1016 1.0948 0.0068 0.6% 0.0019 0.2% 53% True False 15
10 1.1016 1.0861 0.0155 1.4% 0.0012 0.1% 79% True False 9
20 1.1016 1.0741 0.0275 2.5% 0.0015 0.1% 88% True False 5
40 1.1016 1.0581 0.0435 4.0% 0.0008 0.1% 93% True False 3
60 1.1016 1.0581 0.0435 4.0% 0.0005 0.0% 93% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1152
2.618 1.1100
1.618 1.1068
1.000 1.1048
0.618 1.1036
HIGH 1.1016
0.618 1.1004
0.500 1.1000
0.382 1.0996
LOW 1.0984
0.618 1.0964
1.000 1.0952
1.618 1.0932
2.618 1.0900
4.250 1.0848
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1.1000 1.0993
PP 1.0995 1.0990
S1 1.0989 1.0987

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

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