CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 1.0577 1.0622 0.0045 0.4% 1.0577
High 1.0577 1.0622 0.0045 0.4% 1.0659
Low 1.0577 1.0622 0.0045 0.4% 1.0522
Close 1.0577 1.0622 0.0045 0.4% 1.0659
Range
ATR 0.0043 0.0043 0.0000 0.4% 0.0000
Volume 1 1 0 0.0% 0
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0622 1.0622 1.0622
R3 1.0622 1.0622 1.0622
R2 1.0622 1.0622 1.0622
R1 1.0622 1.0622 1.0622 1.0622
PP 1.0622 1.0622 1.0622 1.0622
S1 1.0622 1.0622 1.0622 1.0622
S2 1.0622 1.0622 1.0622
S3 1.0622 1.0622 1.0622
S4 1.0622 1.0622 1.0622
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 1.0577 0.0082 0.8% 0.0000 0.0% 55% False False
10 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 73% False False
20 1.0779 1.0522 0.0257 2.4% 0.0001 0.0% 39% False False 1
40 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 19% False False 1
60 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 19% False False 1
80 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 19% 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 1.0622
2.618 1.0622
1.618 1.0622
1.000 1.0622
0.618 1.0622
HIGH 1.0622
0.618 1.0622
0.500 1.0622
0.382 1.0622
LOW 1.0622
0.618 1.0622
1.000 1.0622
1.618 1.0622
2.618 1.0622
4.250 1.0622
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 1.0622 1.0615
PP 1.0622 1.0607
S1 1.0622 1.0600

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

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