CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 1.0608 1.0666 0.0058 0.5% 1.0733
High 1.0608 1.0666 0.0058 0.5% 1.0742
Low 1.0608 1.0666 0.0058 0.5% 1.0500
Close 1.0608 1.0666 0.0058 0.5% 1.0562
Range
ATR 0.0047 0.0048 0.0001 1.7% 0.0000
Volume 4 2 -2 -50.0% 37
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0666 1.0666 1.0666
R3 1.0666 1.0666 1.0666
R2 1.0666 1.0666 1.0666
R1 1.0666 1.0666 1.0666 1.0666
PP 1.0666 1.0666 1.0666 1.0666
S1 1.0666 1.0666 1.0666 1.0666
S2 1.0666 1.0666 1.0666
S3 1.0666 1.0666 1.0666
S4 1.0666 1.0666 1.0666
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1327 1.1187 1.0695
R3 1.1085 1.0945 1.0629
R2 1.0843 1.0843 1.0606
R1 1.0703 1.0703 1.0584 1.0652
PP 1.0601 1.0601 1.0601 1.0576
S1 1.0461 1.0461 1.0540 1.0410
S2 1.0359 1.0359 1.0518
S3 1.0117 1.0219 1.0495
S4 0.9875 0.9977 1.0429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0666 1.0558 0.0108 1.0% 0.0005 0.0% 100% True False 2
10 1.0742 1.0500 0.0242 2.3% 0.0021 0.2% 69% False False 5
20 1.0742 1.0500 0.0242 2.3% 0.0010 0.1% 69% False False 2
40 1.1026 1.0500 0.0526 4.9% 0.0006 0.1% 32% False False 2
60 1.1048 1.0500 0.0548 5.1% 0.0004 0.0% 30% False False 1
80 1.1048 1.0500 0.0548 5.1% 0.0003 0.0% 30% False False 1
100 1.1048 1.0500 0.0548 5.1% 0.0002 0.0% 30% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0666
2.618 1.0666
1.618 1.0666
1.000 1.0666
0.618 1.0666
HIGH 1.0666
0.618 1.0666
0.500 1.0666
0.382 1.0666
LOW 1.0666
0.618 1.0666
1.000 1.0666
1.618 1.0666
2.618 1.0666
4.250 1.0666
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 1.0666 1.0648
PP 1.0666 1.0630
S1 1.0666 1.0613

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

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