CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.0522 1.0579 0.0057 0.5% 1.0653
High 1.0522 1.0579 0.0057 0.5% 1.0653
Low 1.0522 1.0579 0.0057 0.5% 1.0533
Close 1.0522 1.0579 0.0057 0.5% 1.0533
Range
ATR 0.0039 0.0040 0.0001 3.3% 0.0000
Volume
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0579 1.0579 1.0579
R3 1.0579 1.0579 1.0579
R2 1.0579 1.0579 1.0579
R1 1.0579 1.0579 1.0579 1.0579
PP 1.0579 1.0579 1.0579 1.0579
S1 1.0579 1.0579 1.0579 1.0579
S2 1.0579 1.0579 1.0579
S3 1.0579 1.0579 1.0579
S4 1.0579 1.0579 1.0579
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0933 1.0853 1.0599
R3 1.0813 1.0733 1.0566
R2 1.0693 1.0693 1.0555
R1 1.0613 1.0613 1.0544 1.0593
PP 1.0573 1.0573 1.0573 1.0563
S1 1.0493 1.0493 1.0522 1.0473
S2 1.0453 1.0453 1.0511
S3 1.0333 1.0373 1.0500
S4 1.0213 1.0253 1.0467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0581 1.0522 0.0059 0.6% 0.0000 0.0% 97% False False
10 1.0653 1.0522 0.0131 1.2% 0.0000 0.0% 44% False False
20 1.0870 1.0522 0.0348 3.3% 0.0001 0.0% 16% False False 1
40 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 11% False False 1
60 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 11% False False 1
80 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 11% 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 1.0579
2.618 1.0579
1.618 1.0579
1.000 1.0579
0.618 1.0579
HIGH 1.0579
0.618 1.0579
0.500 1.0579
0.382 1.0579
LOW 1.0579
0.618 1.0579
1.000 1.0579
1.618 1.0579
2.618 1.0579
4.250 1.0579
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.0579 1.0570
PP 1.0579 1.0561
S1 1.0579 1.0552

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

View Archives - Comment on this page... - Back to Index of Symbols