CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 1.0728 1.0738 0.0010 0.1% 1.0565
High 1.0757 1.0738 -0.0019 -0.2% 1.0741
Low 1.0725 1.0738 0.0013 0.1% 1.0559
Close 1.0757 1.0738 -0.0019 -0.2% 1.0741
Range 0.0032 0.0000 -0.0032 -100.0% 0.0182
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 4 12 8 200.0% 14
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0738 1.0738 1.0738
R3 1.0738 1.0738 1.0738
R2 1.0738 1.0738 1.0738
R1 1.0738 1.0738 1.0738 1.0738
PP 1.0738 1.0738 1.0738 1.0738
S1 1.0738 1.0738 1.0738 1.0738
S2 1.0738 1.0738 1.0738
S3 1.0738 1.0738 1.0738
S4 1.0738 1.0738 1.0738
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1226 1.1166 1.0841
R3 1.1044 1.0984 1.0791
R2 1.0862 1.0862 1.0774
R1 1.0802 1.0802 1.0758 1.0832
PP 1.0680 1.0680 1.0680 1.0696
S1 1.0620 1.0620 1.0724 1.0650
S2 1.0498 1.0498 1.0708
S3 1.0316 1.0438 1.0691
S4 1.0134 1.0256 1.0641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0757 1.0652 0.0105 1.0% 0.0030 0.3% 82% False False 7
10 1.0757 1.0500 0.0257 2.4% 0.0019 0.2% 93% False False 6
20 1.0757 1.0500 0.0257 2.4% 0.0018 0.2% 93% False False 4
40 1.0927 1.0500 0.0427 4.0% 0.0010 0.1% 56% False False 2
60 1.1048 1.0500 0.0548 5.1% 0.0006 0.1% 43% False False 2
80 1.1048 1.0500 0.0548 5.1% 0.0005 0.0% 43% False False 1
100 1.1048 1.0500 0.0548 5.1% 0.0004 0.0% 43% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0738
2.618 1.0738
1.618 1.0738
1.000 1.0738
0.618 1.0738
HIGH 1.0738
0.618 1.0738
0.500 1.0738
0.382 1.0738
LOW 1.0738
0.618 1.0738
1.000 1.0738
1.618 1.0738
2.618 1.0738
4.250 1.0738
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 1.0738 1.0737
PP 1.0738 1.0735
S1 1.0738 1.0734

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

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