CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.0578 1.0633 0.0055 0.5% 1.0773
High 1.0578 1.0633 0.0055 0.5% 1.0773
Low 1.0578 1.0633 0.0055 0.5% 1.0623
Close 1.0578 1.0633 0.0055 0.5% 1.0623
Range
ATR 0.0034 0.0035 0.0002 4.5% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0633 1.0633 1.0633
R3 1.0633 1.0633 1.0633
R2 1.0633 1.0633 1.0633
R1 1.0633 1.0633 1.0633 1.0633
PP 1.0633 1.0633 1.0633 1.0633
S1 1.0633 1.0633 1.0633 1.0633
S2 1.0633 1.0633 1.0633
S3 1.0633 1.0633 1.0633
S4 1.0633 1.0633 1.0633
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 1.0653 1.0578 0.0075 0.7% 0.0000 0.0% 73% False False 1
10 1.0774 1.0578 0.0196 1.8% 0.0000 0.0% 28% False False 1
20 1.0933 1.0578 0.0355 3.3% 0.0001 0.0% 15% False False 1
40 1.1048 1.0578 0.0470 4.4% 0.0001 0.0% 12% False False 1
60 1.1048 1.0578 0.0470 4.4% 0.0000 0.0% 12% False False 1
80 1.1048 1.0578 0.0470 4.4% 0.0001 0.0% 12% 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 1.0633
2.618 1.0633
1.618 1.0633
1.000 1.0633
0.618 1.0633
HIGH 1.0633
0.618 1.0633
0.500 1.0633
0.382 1.0633
LOW 1.0633
0.618 1.0633
1.000 1.0633
1.618 1.0633
2.618 1.0633
4.250 1.0633
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.0633 1.0626
PP 1.0633 1.0618
S1 1.0633 1.0611

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

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