CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0692 1.0713 0.0021 0.2% 1.0611
High 1.0692 1.0713 0.0021 0.2% 1.0676
Low 1.0692 1.0713 0.0021 0.2% 1.0611
Close 1.0692 1.0713 0.0021 0.2% 1.0630
Range
ATR 0.0028 0.0027 0.0000 -1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0713 1.0713 1.0713
R3 1.0713 1.0713 1.0713
R2 1.0713 1.0713 1.0713
R1 1.0713 1.0713 1.0713 1.0713
PP 1.0713 1.0713 1.0713 1.0713
S1 1.0713 1.0713 1.0713 1.0713
S2 1.0713 1.0713 1.0713
S3 1.0713 1.0713 1.0713
S4 1.0713 1.0713 1.0713
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0834 1.0797 1.0666
R3 1.0769 1.0732 1.0648
R2 1.0704 1.0704 1.0642
R1 1.0667 1.0667 1.0636 1.0686
PP 1.0639 1.0639 1.0639 1.0648
S1 1.0602 1.0602 1.0624 1.0621
S2 1.0574 1.0574 1.0618
S3 1.0509 1.0537 1.0612
S4 1.0444 1.0472 1.0594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0713 1.0630 0.0083 0.8% 0.0000 0.0% 100% True False 1
10 1.0713 1.0602 0.0111 1.0% 0.0000 0.0% 100% True 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 1.0713
2.618 1.0713
1.618 1.0713
1.000 1.0713
0.618 1.0713
HIGH 1.0713
0.618 1.0713
0.500 1.0713
0.382 1.0713
LOW 1.0713
0.618 1.0713
1.000 1.0713
1.618 1.0713
2.618 1.0713
4.250 1.0713
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0713 1.0710
PP 1.0713 1.0706
S1 1.0713 1.0703

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

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