CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.0886 1.0766 -0.0120 -1.1% 1.0896
High 1.0886 1.0766 -0.0120 -1.1% 1.0994
Low 1.0886 1.0766 -0.0120 -1.1% 1.0845
Close 1.0886 1.0766 -0.0120 -1.1% 1.0994
Range
ATR 0.0041 0.0047 0.0006 13.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0766 1.0766 1.0766
R3 1.0766 1.0766 1.0766
R2 1.0766 1.0766 1.0766
R1 1.0766 1.0766 1.0766 1.0766
PP 1.0766 1.0766 1.0766 1.0766
S1 1.0766 1.0766 1.0766 1.0766
S2 1.0766 1.0766 1.0766
S3 1.0766 1.0766 1.0766
S4 1.0766 1.0766 1.0766
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1391 1.1342 1.1076
R3 1.1242 1.1193 1.1035
R2 1.1093 1.1093 1.1021
R1 1.1044 1.1044 1.1008 1.1069
PP 1.0944 1.0944 1.0944 1.0957
S1 1.0895 1.0895 1.0980 1.0920
S2 1.0795 1.0795 1.0967
S3 1.0646 1.0746 1.0953
S4 1.0497 1.0597 1.0912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0994 1.0766 0.0228 2.1% 0.0000 0.0% 0% False True 1
10 1.0994 1.0766 0.0228 2.1% 0.0000 0.0% 0% False True 1
20 1.1025 1.0766 0.0259 2.4% 0.0000 0.0% 0% False True 1
40 1.1025 1.0630 0.0395 3.7% 0.0000 0.0% 34% 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 1.0766
2.618 1.0766
1.618 1.0766
1.000 1.0766
0.618 1.0766
HIGH 1.0766
0.618 1.0766
0.500 1.0766
0.382 1.0766
LOW 1.0766
0.618 1.0766
1.000 1.0766
1.618 1.0766
2.618 1.0766
4.250 1.0766
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.0766 1.0880
PP 1.0766 1.0842
S1 1.0766 1.0804

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

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