CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 1.1026 1.0925 -0.0101 -0.9% 1.0828
High 1.1026 1.0925 -0.0101 -0.9% 1.1048
Low 1.1026 1.0925 -0.0101 -0.9% 1.0828
Close 1.1026 1.0925 -0.0101 -0.9% 1.1048
Range
ATR 0.0033 0.0038 0.0005 14.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0925 1.0925 1.0925
R3 1.0925 1.0925 1.0925
R2 1.0925 1.0925 1.0925
R1 1.0925 1.0925 1.0925 1.0925
PP 1.0925 1.0925 1.0925 1.0925
S1 1.0925 1.0925 1.0925 1.0925
S2 1.0925 1.0925 1.0925
S3 1.0925 1.0925 1.0925
S4 1.0925 1.0925 1.0925
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1635 1.1561 1.1169
R3 1.1415 1.1341 1.1109
R2 1.1195 1.1195 1.1088
R1 1.1121 1.1121 1.1068 1.1158
PP 1.0975 1.0975 1.0975 1.0993
S1 1.0901 1.0901 1.1028 1.0938
S2 1.0755 1.0755 1.1008
S3 1.0535 1.0681 1.0988
S4 1.0315 1.0461 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1048 1.0925 0.0123 1.1% 0.0000 0.0% 0% False True 1
10 1.1048 1.0827 0.0221 2.0% 0.0000 0.0% 44% False False 1
20 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 62% False False 1
40 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 62% False False 1
60 1.1048 1.0611 0.0437 4.0% 0.0000 0.0% 72% 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 1.0925
2.618 1.0925
1.618 1.0925
1.000 1.0925
0.618 1.0925
HIGH 1.0925
0.618 1.0925
0.500 1.0925
0.382 1.0925
LOW 1.0925
0.618 1.0925
1.000 1.0925
1.618 1.0925
2.618 1.0925
4.250 1.0925
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 1.0925 1.0985
PP 1.0925 1.0965
S1 1.0925 1.0945

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

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