CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1.0571 1.0500 -0.0071 -0.7% 1.0600
High 1.0571 1.0512 -0.0059 -0.6% 1.0654
Low 1.0571 1.0500 -0.0071 -0.7% 1.0577
Close 1.0571 1.0512 -0.0059 -0.6% 1.0652
Range 0.0000 0.0012 0.0012 0.0077
ATR 0.0049 0.0050 0.0002 3.2% 0.0000
Volume 17 17 0 0.0% 5
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0544 1.0540 1.0519
R3 1.0532 1.0528 1.0515
R2 1.0520 1.0520 1.0514
R1 1.0516 1.0516 1.0513 1.0518
PP 1.0508 1.0508 1.0508 1.0509
S1 1.0504 1.0504 1.0511 1.0506
S2 1.0496 1.0496 1.0510
S3 1.0484 1.0492 1.0509
S4 1.0472 1.0480 1.0505
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0859 1.0832 1.0694
R3 1.0782 1.0755 1.0673
R2 1.0705 1.0705 1.0666
R1 1.0678 1.0678 1.0659 1.0692
PP 1.0628 1.0628 1.0628 1.0634
S1 1.0601 1.0601 1.0645 1.0615
S2 1.0551 1.0551 1.0638
S3 1.0474 1.0524 1.0631
S4 1.0397 1.0447 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0742 1.0500 0.0242 2.3% 0.0037 0.4% 5% False True 7
10 1.0742 1.0500 0.0242 2.3% 0.0018 0.2% 5% False True 4
20 1.0742 1.0500 0.0242 2.3% 0.0009 0.1% 5% False True 2
40 1.1048 1.0500 0.0548 5.2% 0.0005 0.0% 2% False True 1
60 1.1048 1.0500 0.0548 5.2% 0.0003 0.0% 2% False True 1
80 1.1048 1.0500 0.0548 5.2% 0.0003 0.0% 2% False True 1
100 1.1048 1.0500 0.0548 5.2% 0.0003 0.0% 2% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0563
2.618 1.0543
1.618 1.0531
1.000 1.0524
0.618 1.0519
HIGH 1.0512
0.618 1.0507
0.500 1.0506
0.382 1.0505
LOW 1.0500
0.618 1.0493
1.000 1.0488
1.618 1.0481
2.618 1.0469
4.250 1.0449
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1.0510 1.0621
PP 1.0508 1.0585
S1 1.0506 1.0548

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

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