CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1.0873 1.0929 0.0056 0.5% 1.1030
High 1.0931 1.0929 -0.0002 0.0% 1.1033
Low 1.0866 1.0895 0.0029 0.3% 1.0911
Close 1.0912 1.0913 0.0001 0.0% 1.0919
Range 0.0065 0.0034 -0.0031 -47.7% 0.0122
ATR 0.0048 0.0047 -0.0001 -2.1% 0.0000
Volume 6 8 2 33.3% 73
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1014 1.0998 1.0932
R3 1.0980 1.0964 1.0922
R2 1.0946 1.0946 1.0919
R1 1.0930 1.0930 1.0916 1.0921
PP 1.0912 1.0912 1.0912 1.0908
S1 1.0896 1.0896 1.0910 1.0887
S2 1.0878 1.0878 1.0907
S3 1.0844 1.0862 1.0904
S4 1.0810 1.0828 1.0894
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 1.0931 1.0866 0.0065 0.6% 0.0029 0.3% 72% False False 4
10 1.1061 1.0866 0.0195 1.8% 0.0026 0.2% 24% False False 12
20 1.1061 1.0697 0.0364 3.3% 0.0030 0.3% 59% False False 10
40 1.1061 1.0697 0.0364 3.3% 0.0028 0.3% 59% False False 9
60 1.1061 1.0608 0.0453 4.2% 0.0022 0.2% 67% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0016 0.1% 69% False False 5
100 1.1061 1.0581 0.0480 4.4% 0.0013 0.1% 69% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1074
2.618 1.1018
1.618 1.0984
1.000 1.0963
0.618 1.0950
HIGH 1.0929
0.618 1.0916
0.500 1.0912
0.382 1.0908
LOW 1.0895
0.618 1.0874
1.000 1.0861
1.618 1.0840
2.618 1.0806
4.250 1.0751
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1.0913 1.0908
PP 1.0912 1.0903
S1 1.0912 1.0899

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

View Archives - Comment on this page... - Back to Index of Symbols