CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0911 1.0913 0.0002 0.0% 1.1030
High 1.0911 1.0924 0.0013 0.1% 1.1033
Low 1.0911 1.0912 0.0001 0.0% 1.0911
Close 1.0911 1.0919 0.0008 0.1% 1.0919
Range 0.0000 0.0012 0.0012 0.0122
ATR 0.0050 0.0047 -0.0003 -5.3% 0.0000
Volume 1 5 4 400.0% 73
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0954 1.0949 1.0926
R3 1.0942 1.0937 1.0922
R2 1.0930 1.0930 1.0921
R1 1.0925 1.0925 1.0920 1.0928
PP 1.0918 1.0918 1.0918 1.0920
S1 1.0913 1.0913 1.0918 1.0916
S2 1.0906 1.0906 1.0917
S3 1.0894 1.0901 1.0916
S4 1.0882 1.0889 1.0912
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1320 1.1242 1.0986
R3 1.1198 1.1120 1.0953
R2 1.1076 1.1076 1.0941
R1 1.0998 1.0998 1.0930 1.0976
PP 1.0954 1.0954 1.0954 1.0944
S1 1.0876 1.0876 1.0908 1.0854
S2 1.0832 1.0832 1.0897
S3 1.0710 1.0754 1.0885
S4 1.0588 1.0632 1.0852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 1.0911 0.0122 1.1% 0.0012 0.1% 7% False False 14
10 1.1061 1.0800 0.0261 2.4% 0.0021 0.2% 46% False False 14
20 1.1061 1.0697 0.0364 3.3% 0.0033 0.3% 61% False False 12
40 1.1061 1.0697 0.0364 3.3% 0.0029 0.3% 61% False False 9
60 1.1061 1.0597 0.0464 4.2% 0.0020 0.2% 69% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0015 0.1% 70% False False 5
100 1.1061 1.0581 0.0480 4.4% 0.0012 0.1% 70% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0975
2.618 1.0955
1.618 1.0943
1.000 1.0936
0.618 1.0931
HIGH 1.0924
0.618 1.0919
0.500 1.0918
0.382 1.0917
LOW 1.0912
0.618 1.0905
1.000 1.0900
1.618 1.0893
2.618 1.0881
4.250 1.0861
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.0919 1.0962
PP 1.0918 1.0947
S1 1.0918 1.0933

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

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