CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 1.0618 1.0596 -0.0022 -0.2% 1.0765
High 1.0618 1.0596 -0.0022 -0.2% 1.0891
Low 1.0618 1.0596 -0.0022 -0.2% 1.0747
Close 1.0618 1.0596 -0.0022 -0.2% 1.0749
Range
ATR 0.0053 0.0051 -0.0002 -4.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0596 1.0596 1.0596
R3 1.0596 1.0596 1.0596
R2 1.0596 1.0596 1.0596
R1 1.0596 1.0596 1.0596 1.0596
PP 1.0596 1.0596 1.0596 1.0596
S1 1.0596 1.0596 1.0596 1.0596
S2 1.0596 1.0596 1.0596
S3 1.0596 1.0596 1.0596
S4 1.0596 1.0596 1.0596
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1228 1.1132 1.0828
R3 1.1084 1.0988 1.0789
R2 1.0940 1.0940 1.0775
R1 1.0844 1.0844 1.0762 1.0820
PP 1.0796 1.0796 1.0796 1.0784
S1 1.0700 1.0700 1.0736 1.0676
S2 1.0652 1.0652 1.0723
S3 1.0508 1.0556 1.0709
S4 1.0364 1.0412 1.0670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0762 1.0596 0.0166 1.6% 0.0000 0.0% 0% False True 2
10 1.0891 1.0596 0.0295 2.8% 0.0000 0.0% 0% False True 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0596
2.618 1.0596
1.618 1.0596
1.000 1.0596
0.618 1.0596
HIGH 1.0596
0.618 1.0596
0.500 1.0596
0.382 1.0596
LOW 1.0596
0.618 1.0596
1.000 1.0596
1.618 1.0596
2.618 1.0596
4.250 1.0596
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 1.0596 1.0665
PP 1.0596 1.0642
S1 1.0596 1.0619

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

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