CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 1.0937 1.0847 -0.0090 -0.8% 1.0991
High 1.0937 1.0847 -0.0090 -0.8% 1.1013
Low 1.0937 1.0847 -0.0090 -0.8% 1.0991
Close 1.0937 1.0847 -0.0090 -0.8% 1.1006
Range
ATR 0.0027 0.0031 0.0005 16.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0847 1.0847 1.0847
R3 1.0847 1.0847 1.0847
R2 1.0847 1.0847 1.0847
R1 1.0847 1.0847 1.0847 1.0847
PP 1.0847 1.0847 1.0847 1.0847
S1 1.0847 1.0847 1.0847 1.0847
S2 1.0847 1.0847 1.0847
S3 1.0847 1.0847 1.0847
S4 1.0847 1.0847 1.0847
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 1.1006 1.0847 0.0159 1.5% 0.0000 0.0% 0% False True 1
10 1.1025 1.0847 0.0178 1.6% 0.0000 0.0% 0% False True 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 32% False False 1
40 1.1025 1.0602 0.0423 3.9% 0.0000 0.0% 58% 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 1.0847
2.618 1.0847
1.618 1.0847
1.000 1.0847
0.618 1.0847
HIGH 1.0847
0.618 1.0847
0.500 1.0847
0.382 1.0847
LOW 1.0847
0.618 1.0847
1.000 1.0847
1.618 1.0847
2.618 1.0847
4.250 1.0847
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 1.0847 1.0918
PP 1.0847 1.0894
S1 1.0847 1.0871

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

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