CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.0847 1.0857 0.0010 0.1% 1.0989
High 1.0847 1.0857 0.0010 0.1% 1.0989
Low 1.0847 1.0857 0.0010 0.1% 1.0847
Close 1.0847 1.0857 0.0010 0.1% 1.0857
Range
ATR 0.0031 0.0030 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0857 1.0857 1.0857
R3 1.0857 1.0857 1.0857
R2 1.0857 1.0857 1.0857
R1 1.0857 1.0857 1.0857 1.0857
PP 1.0857 1.0857 1.0857 1.0857
S1 1.0857 1.0857 1.0857 1.0857
S2 1.0857 1.0857 1.0857
S3 1.0857 1.0857 1.0857
S4 1.0857 1.0857 1.0857
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1324 1.1232 1.0935
R3 1.1182 1.1090 1.0896
R2 1.1040 1.1040 1.0883
R1 1.0948 1.0948 1.0870 1.0923
PP 1.0898 1.0898 1.0898 1.0885
S1 1.0806 1.0806 1.0844 1.0781
S2 1.0756 1.0756 1.0831
S3 1.0614 1.0664 1.0818
S4 1.0472 1.0522 1.0779
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% 6% False False 1
10 1.1025 1.0847 0.0178 1.6% 0.0000 0.0% 6% False False 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 36% False False 1
40 1.1025 1.0602 0.0423 3.9% 0.0000 0.0% 60% 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 1.0857
2.618 1.0857
1.618 1.0857
1.000 1.0857
0.618 1.0857
HIGH 1.0857
0.618 1.0857
0.500 1.0857
0.382 1.0857
LOW 1.0857
0.618 1.0857
1.000 1.0857
1.618 1.0857
2.618 1.0857
4.250 1.0857
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.0857 1.0892
PP 1.0857 1.0880
S1 1.0857 1.0869

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

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