CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.0602 1.0611 0.0009 0.1% 1.0661
High 1.0602 1.0611 0.0009 0.1% 1.0665
Low 1.0602 1.0611 0.0009 0.1% 1.0602
Close 1.0602 1.0611 0.0009 0.1% 1.0602
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0611 1.0611 1.0611
R3 1.0611 1.0611 1.0611
R2 1.0611 1.0611 1.0611
R1 1.0611 1.0611 1.0611 1.0611
PP 1.0611 1.0611 1.0611 1.0611
S1 1.0611 1.0611 1.0611 1.0611
S2 1.0611 1.0611 1.0611
S3 1.0611 1.0611 1.0611
S4 1.0611 1.0611 1.0611
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0812 1.0770 1.0637
R3 1.0749 1.0707 1.0619
R2 1.0686 1.0686 1.0614
R1 1.0644 1.0644 1.0608 1.0634
PP 1.0623 1.0623 1.0623 1.0618
S1 1.0581 1.0581 1.0596 1.0571
S2 1.0560 1.0560 1.0590
S3 1.0497 1.0518 1.0585
S4 1.0434 1.0455 1.0567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0665 1.0602 0.0063 0.6% 0.0000 0.0% 14% False False 1
10 1.0829 1.0602 0.0227 2.1% 0.0006 0.1% 4% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0611
1.618 1.0611
1.000 1.0611
0.618 1.0611
HIGH 1.0611
0.618 1.0611
0.500 1.0611
0.382 1.0611
LOW 1.0611
0.618 1.0611
1.000 1.0611
1.618 1.0611
2.618 1.0611
4.250 1.0611
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.0611 1.0618
PP 1.0611 1.0616
S1 1.0611 1.0613

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

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