CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.0622 1.0590 -0.0032 -0.3% 1.0577
High 1.0622 1.0594 -0.0028 -0.3% 1.0659
Low 1.0622 1.0590 -0.0032 -0.3% 1.0522
Close 1.0622 1.0594 -0.0028 -0.3% 1.0659
Range 0.0000 0.0004 0.0004 0.0137
ATR 0.0043 0.0042 -0.0001 -1.8% 0.0000
Volume 1 1 0 0.0% 0
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0605 1.0603 1.0596
R3 1.0601 1.0599 1.0595
R2 1.0597 1.0597 1.0595
R1 1.0595 1.0595 1.0594 1.0596
PP 1.0593 1.0593 1.0593 1.0593
S1 1.0591 1.0591 1.0594 1.0592
S2 1.0589 1.0589 1.0593
S3 1.0585 1.0587 1.0593
S4 1.0581 1.0583 1.0592
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% 0.0001 0.0% 21% False False
10 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 53% False False
20 1.0774 1.0522 0.0252 2.4% 0.0000 0.0% 29% False False 1
40 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 14% False False 1
60 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 14% False False 1
80 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 14% False False 1
100 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 14% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0604
1.618 1.0600
1.000 1.0598
0.618 1.0596
HIGH 1.0594
0.618 1.0592
0.500 1.0592
0.382 1.0592
LOW 1.0590
0.618 1.0588
1.000 1.0586
1.618 1.0584
2.618 1.0580
4.250 1.0573
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.0593 1.0600
PP 1.0593 1.0598
S1 1.0592 1.0596

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

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