CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.0969 1.0991 0.0022 0.2% 1.0950
High 1.0969 1.0991 0.0022 0.2% 1.1025
Low 1.0969 1.0991 0.0022 0.2% 1.0950
Close 1.0969 1.0991 0.0022 0.2% 1.0969
Range
ATR 0.0030 0.0030 -0.0001 -2.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0991 1.0991 1.0991
R3 1.0991 1.0991 1.0991
R2 1.0991 1.0991 1.0991
R1 1.0991 1.0991 1.0991 1.0991
PP 1.0991 1.0991 1.0991 1.0991
S1 1.0991 1.0991 1.0991 1.0991
S2 1.0991 1.0991 1.0991
S3 1.0991 1.0991 1.0991
S4 1.0991 1.0991 1.0991
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1206 1.1163 1.1010
R3 1.1131 1.1088 1.0990
R2 1.1056 1.1056 1.0983
R1 1.1013 1.1013 1.0976 1.1035
PP 1.0981 1.0981 1.0981 1.0992
S1 1.0938 1.0938 1.0962 1.0960
S2 1.0906 1.0906 1.0955
S3 1.0831 1.0863 1.0948
S4 1.0756 1.0788 1.0928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0969 0.0056 0.5% 0.0000 0.0% 39% False False 1
10 1.1025 1.0783 0.0242 2.2% 0.0000 0.0% 86% False False 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 87% False False 1
40 1.1025 1.0602 0.0423 3.8% 0.0002 0.0% 92% False False
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 1.0991
2.618 1.0991
1.618 1.0991
1.000 1.0991
0.618 1.0991
HIGH 1.0991
0.618 1.0991
0.500 1.0991
0.382 1.0991
LOW 1.0991
0.618 1.0991
1.000 1.0991
1.618 1.0991
2.618 1.0991
4.250 1.0991
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.0991 1.0997
PP 1.0991 1.0995
S1 1.0991 1.0993

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

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