CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.0702 1.0623 -0.0079 -0.7% 1.0773
High 1.0702 1.0623 -0.0079 -0.7% 1.0773
Low 1.0702 1.0623 -0.0079 -0.7% 1.0623
Close 1.0702 1.0623 -0.0079 -0.7% 1.0623
Range
ATR 0.0030 0.0033 0.0004 12.0% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0623 1.0623 1.0623
R3 1.0623 1.0623 1.0623
R2 1.0623 1.0623 1.0623
R1 1.0623 1.0623 1.0623 1.0623
PP 1.0623 1.0623 1.0623 1.0623
S1 1.0623 1.0623 1.0623 1.0623
S2 1.0623 1.0623 1.0623
S3 1.0623 1.0623 1.0623
S4 1.0623 1.0623 1.0623
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1123 1.1023 1.0706
R3 1.0973 1.0873 1.0664
R2 1.0823 1.0823 1.0651
R1 1.0723 1.0723 1.0637 1.0698
PP 1.0673 1.0673 1.0673 1.0661
S1 1.0573 1.0573 1.0609 1.0548
S2 1.0523 1.0523 1.0596
S3 1.0373 1.0423 1.0582
S4 1.0223 1.0273 1.0541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0773 1.0623 0.0150 1.4% 0.0000 0.0% 0% False True 2
10 1.0870 1.0623 0.0247 2.3% 0.0002 0.0% 0% False True 1
20 1.1048 1.0623 0.0425 4.0% 0.0001 0.0% 0% False True 1
40 1.1048 1.0623 0.0425 4.0% 0.0001 0.0% 0% False True 1
60 1.1048 1.0623 0.0425 4.0% 0.0000 0.0% 0% False True 1
80 1.1048 1.0602 0.0446 4.2% 0.0001 0.0% 5% 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 1.0623
2.618 1.0623
1.618 1.0623
1.000 1.0623
0.618 1.0623
HIGH 1.0623
0.618 1.0623
0.500 1.0623
0.382 1.0623
LOW 1.0623
0.618 1.0623
1.000 1.0623
1.618 1.0623
2.618 1.0623
4.250 1.0623
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 1.0623 1.0696
PP 1.0623 1.0671
S1 1.0623 1.0647

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

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