CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1.0744 1.0839 0.0095 0.9% 1.0583
High 1.0744 1.0839 0.0095 0.9% 1.0779
Low 1.0744 1.0839 0.0095 0.9% 1.0581
Close 1.0744 1.0839 0.0095 0.9% 1.0718
Range
ATR 0.0073 0.0074 0.0002 2.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0839 1.0839
R3 1.0839 1.0839 1.0839
R2 1.0839 1.0839 1.0839
R1 1.0839 1.0839 1.0839 1.0839
PP 1.0839 1.0839 1.0839 1.0839
S1 1.0839 1.0839 1.0839 1.0839
S2 1.0839 1.0839 1.0839
S3 1.0839 1.0839 1.0839
S4 1.0839 1.0839 1.0839
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1287 1.1200 1.0827
R3 1.1089 1.1002 1.0772
R2 1.0891 1.0891 1.0754
R1 1.0804 1.0804 1.0736 1.0848
PP 1.0693 1.0693 1.0693 1.0714
S1 1.0606 1.0606 1.0700 1.0650
S2 1.0495 1.0495 1.0682
S3 1.0297 1.0408 1.0664
S4 1.0099 1.0210 1.0609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0839 1.0641 0.0198 1.8% 0.0000 0.0% 100% True False 1
10 1.0839 1.0404 0.0435 4.0% 0.0000 0.0% 100% True False 1
20 1.0839 1.0230 0.0609 5.6% 0.0000 0.0% 100% True False 1
40 1.0891 1.0230 0.0661 6.1% 0.0002 0.0% 92% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0839
2.618 1.0839
1.618 1.0839
1.000 1.0839
0.618 1.0839
HIGH 1.0839
0.618 1.0839
0.500 1.0839
0.382 1.0839
LOW 1.0839
0.618 1.0839
1.000 1.0839
1.618 1.0839
2.618 1.0839
4.250 1.0839
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1.0839 1.0819
PP 1.0839 1.0799
S1 1.0839 1.0779

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

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