CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1.0777 1.0749 -0.0028 -0.3% 1.0741
High 1.0777 1.0749 -0.0028 -0.3% 1.0790
Low 1.0777 1.0749 -0.0028 -0.3% 1.0710
Close 1.0777 1.0749 -0.0028 -0.3% 1.0777
Range
ATR 0.0045 0.0043 -0.0001 -2.7% 0.0000
Volume 7 7 0 0.0% 51
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0749 1.0749 1.0749
R3 1.0749 1.0749 1.0749
R2 1.0749 1.0749 1.0749
R1 1.0749 1.0749 1.0749 1.0749
PP 1.0749 1.0749 1.0749 1.0749
S1 1.0749 1.0749 1.0749 1.0749
S2 1.0749 1.0749 1.0749
S3 1.0749 1.0749 1.0749
S4 1.0749 1.0749 1.0749
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0999 1.0968 1.0821
R3 1.0919 1.0888 1.0799
R2 1.0839 1.0839 1.0792
R1 1.0808 1.0808 1.0784 1.0824
PP 1.0759 1.0759 1.0759 1.0767
S1 1.0728 1.0728 1.0770 1.0744
S2 1.0679 1.0679 1.0762
S3 1.0599 1.0648 1.0755
S4 1.0519 1.0568 1.0733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0790 1.0725 0.0065 0.6% 0.0016 0.1% 37% False False 8
10 1.0790 1.0559 0.0231 2.1% 0.0020 0.2% 82% False False 7
20 1.0790 1.0500 0.0290 2.7% 0.0020 0.2% 86% False False 5
40 1.0870 1.0500 0.0370 3.4% 0.0011 0.1% 67% False False 3
60 1.1048 1.0500 0.0548 5.1% 0.0007 0.1% 45% False False 2
80 1.1048 1.0500 0.0548 5.1% 0.0005 0.1% 45% False False 2
100 1.1048 1.0500 0.0548 5.1% 0.0004 0.0% 45% 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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0749
2.618 1.0749
1.618 1.0749
1.000 1.0749
0.618 1.0749
HIGH 1.0749
0.618 1.0749
0.500 1.0749
0.382 1.0749
LOW 1.0749
0.618 1.0749
1.000 1.0749
1.618 1.0749
2.618 1.0749
4.250 1.0749
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1.0749 1.0766
PP 1.0749 1.0760
S1 1.0749 1.0755

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

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