CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.0768 1.0702 -0.0066 -0.6% 1.0861
High 1.0768 1.0702 -0.0066 -0.6% 1.0861
Low 1.0768 1.0702 -0.0066 -0.6% 1.0757
Close 1.0768 1.0702 -0.0066 -0.6% 1.0774
Range
ATR 0.0027 0.0030 0.0003 10.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0702 1.0702 1.0702
R3 1.0702 1.0702 1.0702
R2 1.0702 1.0702 1.0702
R1 1.0702 1.0702 1.0702 1.0702
PP 1.0702 1.0702 1.0702 1.0702
S1 1.0702 1.0702 1.0702 1.0702
S2 1.0702 1.0702 1.0702
S3 1.0702 1.0702 1.0702
S4 1.0702 1.0702 1.0702
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1109 1.1046 1.0831
R3 1.1005 1.0942 1.0803
R2 1.0901 1.0901 1.0793
R1 1.0838 1.0838 1.0784 1.0818
PP 1.0797 1.0797 1.0797 1.0787
S1 1.0734 1.0734 1.0764 1.0714
S2 1.0693 1.0693 1.0755
S3 1.0589 1.0630 1.0745
S4 1.0485 1.0526 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0774 1.0702 0.0072 0.7% 0.0000 0.0% 0% False True 2
10 1.0870 1.0702 0.0168 1.6% 0.0002 0.0% 0% False True 1
20 1.1048 1.0702 0.0346 3.2% 0.0001 0.0% 0% False True 1
40 1.1048 1.0702 0.0346 3.2% 0.0001 0.0% 0% False True 1
60 1.1048 1.0702 0.0346 3.2% 0.0000 0.0% 0% False True 1
80 1.1048 1.0602 0.0446 4.2% 0.0001 0.0% 22% 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 1.0702
2.618 1.0702
1.618 1.0702
1.000 1.0702
0.618 1.0702
HIGH 1.0702
0.618 1.0702
0.500 1.0702
0.382 1.0702
LOW 1.0702
0.618 1.0702
1.000 1.0702
1.618 1.0702
2.618 1.0702
4.250 1.0702
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.0702 1.0735
PP 1.0702 1.0724
S1 1.0702 1.0713

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

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