CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.0783 1.0860 0.0077 0.7% 1.0861
High 1.0783 1.0860 0.0077 0.7% 1.0867
Low 1.0783 1.0860 0.0077 0.7% 1.0764
Close 1.0783 1.0860 0.0077 0.7% 1.0764
Range
ATR 0.0026 0.0030 0.0004 14.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0860 1.0860 1.0860
R3 1.0860 1.0860 1.0860
R2 1.0860 1.0860 1.0860
R1 1.0860 1.0860 1.0860 1.0860
PP 1.0860 1.0860 1.0860 1.0860
S1 1.0860 1.0860 1.0860 1.0860
S2 1.0860 1.0860 1.0860
S3 1.0860 1.0860 1.0860
S4 1.0860 1.0860 1.0860
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1107 1.1039 1.0821
R3 1.1004 1.0936 1.0792
R2 1.0901 1.0901 1.0783
R1 1.0833 1.0833 1.0773 1.0816
PP 1.0798 1.0798 1.0798 1.0790
S1 1.0730 1.0730 1.0755 1.0713
S2 1.0695 1.0695 1.0745
S3 1.0592 1.0627 1.0736
S4 1.0489 1.0524 1.0707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0860 1.0764 0.0096 0.9% 0.0000 0.0% 100% True False 1
10 1.0867 1.0764 0.0103 0.9% 0.0000 0.0% 93% False False 1
20 1.0867 1.0630 0.0237 2.2% 0.0001 0.0% 97% 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 1.0860
2.618 1.0860
1.618 1.0860
1.000 1.0860
0.618 1.0860
HIGH 1.0860
0.618 1.0860
0.500 1.0860
0.382 1.0860
LOW 1.0860
0.618 1.0860
1.000 1.0860
1.618 1.0860
2.618 1.0860
4.250 1.0860
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.0860 1.0846
PP 1.0860 1.0832
S1 1.0860 1.0818

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

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