CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 1.0783 1.0710 -0.0073 -0.7% 1.0722
High 1.0820 1.0710 -0.0110 -1.0% 1.0722
Low 1.0783 1.0710 -0.0073 -0.7% 1.0580
Close 1.0820 1.0710 -0.0110 -1.0% 1.0625
Range 0.0037 0.0000 -0.0037 -100.0% 0.0142
ATR 0.0055 0.0059 0.0004 7.1% 0.0000
Volume 6 7 1 16.7% 39
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1.0710 1.0710 1.0710
R3 1.0710 1.0710 1.0710
R2 1.0710 1.0710 1.0710
R1 1.0710 1.0710 1.0710 1.0710
PP 1.0710 1.0710 1.0710 1.0710
S1 1.0710 1.0710 1.0710 1.0710
S2 1.0710 1.0710 1.0710
S3 1.0710 1.0710 1.0710
S4 1.0710 1.0710 1.0710
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1068 1.0989 1.0703
R3 1.0926 1.0847 1.0664
R2 1.0784 1.0784 1.0651
R1 1.0705 1.0705 1.0638 1.0674
PP 1.0642 1.0642 1.0642 1.0627
S1 1.0563 1.0563 1.0612 1.0532
S2 1.0500 1.0500 1.0599
S3 1.0358 1.0421 1.0586
S4 1.0216 1.0279 1.0547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0820 1.0607 0.0213 2.0% 0.0047 0.4% 48% False False 4
10 1.0820 1.0580 0.0240 2.2% 0.0039 0.4% 54% False False 7
20 1.0875 1.0580 0.0295 2.8% 0.0032 0.3% 44% False False 7
40 1.0875 1.0500 0.0375 3.5% 0.0021 0.2% 56% False False 5
60 1.1026 1.0500 0.0526 4.9% 0.0014 0.1% 40% False False 3
80 1.1048 1.0500 0.0548 5.1% 0.0011 0.1% 38% False False 3
100 1.1048 1.0500 0.0548 5.1% 0.0009 0.1% 38% False False 2
120 1.1048 1.0500 0.0548 5.1% 0.0007 0.1% 38% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0710
2.618 1.0710
1.618 1.0710
1.000 1.0710
0.618 1.0710
HIGH 1.0710
0.618 1.0710
0.500 1.0710
0.382 1.0710
LOW 1.0710
0.618 1.0710
1.000 1.0710
1.618 1.0710
2.618 1.0710
4.250 1.0710
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 1.0710 1.0753
PP 1.0710 1.0738
S1 1.0710 1.0724

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

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