CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.0827 1.0828 0.0001 0.0% 1.0797
High 1.0827 1.0828 0.0001 0.0% 1.0827
Low 1.0827 1.0828 0.0001 0.0% 1.0791
Close 1.0827 1.0828 0.0001 0.0% 1.0827
Range
ATR 0.0037 0.0034 -0.0003 -6.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0828 1.0828 1.0828
R3 1.0828 1.0828 1.0828
R2 1.0828 1.0828 1.0828
R1 1.0828 1.0828 1.0828 1.0828
PP 1.0828 1.0828 1.0828 1.0828
S1 1.0828 1.0828 1.0828 1.0828
S2 1.0828 1.0828 1.0828
S3 1.0828 1.0828 1.0828
S4 1.0828 1.0828 1.0828
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0923 1.0911 1.0847
R3 1.0887 1.0875 1.0837
R2 1.0851 1.0851 1.0834
R1 1.0839 1.0839 1.0830 1.0845
PP 1.0815 1.0815 1.0815 1.0818
S1 1.0803 1.0803 1.0824 1.0809
S2 1.0779 1.0779 1.0820
S3 1.0743 1.0767 1.0817
S4 1.0707 1.0731 1.0807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0828 1.0791 0.0037 0.3% 0.0000 0.0% 100% True False 1
10 1.0886 1.0727 0.0159 1.5% 0.0000 0.0% 64% False False 1
20 1.1006 1.0727 0.0279 2.6% 0.0000 0.0% 36% False False 1
40 1.1025 1.0727 0.0298 2.8% 0.0000 0.0% 34% False False 1
60 1.1025 1.0602 0.0423 3.9% 0.0001 0.0% 53% 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 1.0828
2.618 1.0828
1.618 1.0828
1.000 1.0828
0.618 1.0828
HIGH 1.0828
0.618 1.0828
0.500 1.0828
0.382 1.0828
LOW 1.0828
0.618 1.0828
1.000 1.0828
1.618 1.0828
2.618 1.0828
4.250 1.0828
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.0828 1.0824
PP 1.0828 1.0820
S1 1.0828 1.0817

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

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