CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.1006 1.0989 -0.0017 -0.2% 1.0991
High 1.1006 1.0989 -0.0017 -0.2% 1.1013
Low 1.1006 1.0989 -0.0017 -0.2% 1.0991
Close 1.1006 1.0989 -0.0017 -0.2% 1.1006
Range
ATR 0.0026 0.0025 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0989 1.0989 1.0989
R3 1.0989 1.0989 1.0989
R2 1.0989 1.0989 1.0989
R1 1.0989 1.0989 1.0989 1.0989
PP 1.0989 1.0989 1.0989 1.0989
S1 1.0989 1.0989 1.0989 1.0989
S2 1.0989 1.0989 1.0989
S3 1.0989 1.0989 1.0989
S4 1.0989 1.0989 1.0989
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1069 1.1060 1.1018
R3 1.1047 1.1038 1.1012
R2 1.1025 1.1025 1.1010
R1 1.1016 1.1016 1.1008 1.1021
PP 1.1003 1.1003 1.1003 1.1006
S1 1.0994 1.0994 1.1004 1.0999
S2 1.0981 1.0981 1.1002
S3 1.0959 1.0972 1.1000
S4 1.0937 1.0950 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0989 0.0024 0.2% 0.0000 0.0% 0% False True 1
10 1.1025 1.0950 0.0075 0.7% 0.0000 0.0% 52% False False 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 86% False False 1
40 1.1025 1.0602 0.0423 3.8% 0.0000 0.0% 91% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0989
2.618 1.0989
1.618 1.0989
1.000 1.0989
0.618 1.0989
HIGH 1.0989
0.618 1.0989
0.500 1.0989
0.382 1.0989
LOW 1.0989
0.618 1.0989
1.000 1.0989
1.618 1.0989
2.618 1.0989
4.250 1.0989
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.0989 1.0998
PP 1.0989 1.0995
S1 1.0989 1.0992

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

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