CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.0947 1.0950 0.0003 0.0% 1.0775
High 1.0947 1.0950 0.0003 0.0% 1.0947
Low 1.0947 1.0950 0.0003 0.0% 1.0775
Close 1.0947 1.0950 0.0003 0.0% 1.0947
Range
ATR 0.0032 0.0030 -0.0002 -6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0950 1.0950 1.0950
R3 1.0950 1.0950 1.0950
R2 1.0950 1.0950 1.0950
R1 1.0950 1.0950 1.0950 1.0950
PP 1.0950 1.0950 1.0950 1.0950
S1 1.0950 1.0950 1.0950 1.0950
S2 1.0950 1.0950 1.0950
S3 1.0950 1.0950 1.0950
S4 1.0950 1.0950 1.0950
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1406 1.1348 1.1042
R3 1.1234 1.1176 1.0994
R2 1.1062 1.1062 1.0979
R1 1.1004 1.1004 1.0963 1.1033
PP 1.0890 1.0890 1.0890 1.0904
S1 1.0832 1.0832 1.0931 1.0861
S2 1.0718 1.0718 1.0915
S3 1.0546 1.0660 1.0900
S4 1.0374 1.0488 1.0852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0950 1.0783 0.0167 1.5% 0.0000 0.0% 100% True False 1
10 1.0950 1.0764 0.0186 1.7% 0.0000 0.0% 100% True False 1
20 1.0950 1.0692 0.0258 2.4% 0.0001 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 1.0950
2.618 1.0950
1.618 1.0950
1.000 1.0950
0.618 1.0950
HIGH 1.0950
0.618 1.0950
0.500 1.0950
0.382 1.0950
LOW 1.0950
0.618 1.0950
1.000 1.0950
1.618 1.0950
2.618 1.0950
4.250 1.0950
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.0950 1.0939
PP 1.0950 1.0927
S1 1.0950 1.0916

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

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