CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.1024 1.1025 0.0001 0.0% 1.0775
High 1.1024 1.1025 0.0001 0.0% 1.0947
Low 1.1024 1.1025 0.0001 0.0% 1.0775
Close 1.1024 1.1025 0.0001 0.0% 1.0947
Range
ATR 0.0031 0.0028 -0.0002 -6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1025 1.1025 1.1025
R3 1.1025 1.1025 1.1025
R2 1.1025 1.1025 1.1025
R1 1.1025 1.1025 1.1025 1.1025
PP 1.1025 1.1025 1.1025 1.1025
S1 1.1025 1.1025 1.1025 1.1025
S2 1.1025 1.1025 1.1025
S3 1.1025 1.1025 1.1025
S4 1.1025 1.1025 1.1025
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 1.1025 1.0947 0.0078 0.7% 0.0000 0.0% 100% True False 1
10 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 100% True False 1
20 1.1025 1.0764 0.0261 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1025
2.618 1.1025
1.618 1.1025
1.000 1.1025
0.618 1.1025
HIGH 1.1025
0.618 1.1025
0.500 1.1025
0.382 1.1025
LOW 1.1025
0.618 1.1025
1.000 1.1025
1.618 1.1025
2.618 1.1025
4.250 1.1025
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.1025 1.1022
PP 1.1025 1.1018
S1 1.1025 1.1015

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

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