CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 1.0766 1.0755 -0.0011 -0.1% 1.0967
High 1.0805 1.0792 -0.0013 -0.1% 1.0999
Low 1.0766 1.0755 -0.0011 -0.1% 1.0697
Close 1.0781 1.0776 -0.0005 0.0% 1.0714
Range 0.0039 0.0037 -0.0002 -5.1% 0.0302
ATR 0.0053 0.0051 -0.0001 -2.1% 0.0000
Volume 13 20 7 53.8% 58
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0885 1.0868 1.0796
R3 1.0848 1.0831 1.0786
R2 1.0811 1.0811 1.0783
R1 1.0794 1.0794 1.0779 1.0803
PP 1.0774 1.0774 1.0774 1.0779
S1 1.0757 1.0757 1.0773 1.0766
S2 1.0737 1.0737 1.0769
S3 1.0700 1.0720 1.0766
S4 1.0663 1.0683 1.0756
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1709 1.1514 1.0880
R3 1.1407 1.1212 1.0797
R2 1.1105 1.1105 1.0769
R1 1.0910 1.0910 1.0742 1.0857
PP 1.0803 1.0803 1.0803 1.0777
S1 1.0608 1.0608 1.0686 1.0555
S2 1.0501 1.0501 1.0659
S3 1.0199 1.0306 1.0631
S4 0.9897 1.0004 1.0548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0805 1.0697 0.0108 1.0% 0.0033 0.3% 73% False False 9
10 1.0999 1.0697 0.0302 2.8% 0.0050 0.5% 26% False False 10
20 1.1016 1.0697 0.0319 3.0% 0.0029 0.3% 25% False False 7
40 1.1016 1.0697 0.0319 3.0% 0.0021 0.2% 25% False False 6
60 1.1016 1.0581 0.0435 4.0% 0.0015 0.1% 45% False False 4
80 1.1016 1.0581 0.0435 4.0% 0.0011 0.1% 45% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0949
2.618 1.0889
1.618 1.0852
1.000 1.0829
0.618 1.0815
HIGH 1.0792
0.618 1.0778
0.500 1.0774
0.382 1.0769
LOW 1.0755
0.618 1.0732
1.000 1.0718
1.618 1.0695
2.618 1.0658
4.250 1.0598
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 1.0775 1.0771
PP 1.0774 1.0765
S1 1.0774 1.0760

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

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