CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1.0579 1.0659 0.0080 0.8% 1.0577
High 1.0579 1.0659 0.0080 0.8% 1.0659
Low 1.0579 1.0659 0.0080 0.8% 1.0522
Close 1.0579 1.0659 0.0080 0.8% 1.0659
Range
ATR 0.0040 0.0043 0.0003 7.0% 0.0000
Volume
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0659 1.0659 1.0659
R3 1.0659 1.0659 1.0659
R2 1.0659 1.0659 1.0659
R1 1.0659 1.0659 1.0659 1.0659
PP 1.0659 1.0659 1.0659 1.0659
S1 1.0659 1.0659 1.0659 1.0659
S2 1.0659 1.0659 1.0659
S3 1.0659 1.0659 1.0659
S4 1.0659 1.0659 1.0659
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1024 1.0979 1.0734
R3 1.0887 1.0842 1.0697
R2 1.0750 1.0750 1.0684
R1 1.0705 1.0705 1.0672 1.0728
PP 1.0613 1.0613 1.0613 1.0625
S1 1.0568 1.0568 1.0646 1.0591
S2 1.0476 1.0476 1.0634
S3 1.0339 1.0431 1.0621
S4 1.0202 1.0294 1.0584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 100% True False
10 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 100% True False
20 1.0870 1.0522 0.0348 3.3% 0.0001 0.0% 39% False False 1
40 1.1048 1.0522 0.0526 4.9% 0.0001 0.0% 26% False False 1
60 1.1048 1.0522 0.0526 4.9% 0.0000 0.0% 26% False False 1
80 1.1048 1.0522 0.0526 4.9% 0.0001 0.0% 26% 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 1.0659
2.618 1.0659
1.618 1.0659
1.000 1.0659
0.618 1.0659
HIGH 1.0659
0.618 1.0659
0.500 1.0659
0.382 1.0659
LOW 1.0659
0.618 1.0659
1.000 1.0659
1.618 1.0659
2.618 1.0659
4.250 1.0659
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1.0659 1.0636
PP 1.0659 1.0613
S1 1.0659 1.0591

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

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