CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 1.0896 1.0903 0.0007 0.1% 1.0744
High 1.0896 1.0903 0.0007 0.1% 1.0963
Low 1.0896 1.0771 -0.0125 -1.1% 1.0744
Close 1.0896 1.0771 -0.0125 -1.1% 1.0865
Range 0.0000 0.0132 0.0132 0.0219
ATR 0.0067 0.0072 0.0005 6.9% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1211 1.1123 1.0844
R3 1.1079 1.0991 1.0807
R2 1.0947 1.0947 1.0795
R1 1.0859 1.0859 1.0783 1.0837
PP 1.0815 1.0815 1.0815 1.0804
S1 1.0727 1.0727 1.0759 1.0705
S2 1.0683 1.0683 1.0747
S3 1.0551 1.0595 1.0735
S4 1.0419 1.0463 1.0698
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1514 1.1409 1.0985
R3 1.1295 1.1190 1.0925
R2 1.1076 1.1076 1.0905
R1 1.0971 1.0971 1.0885 1.1024
PP 1.0857 1.0857 1.0857 1.0884
S1 1.0752 1.0752 1.0845 1.0805
S2 1.0638 1.0638 1.0825
S3 1.0419 1.0533 1.0805
S4 1.0200 1.0314 1.0745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0963 1.0771 0.0192 1.8% 0.0053 0.5% 0% False True 2
10 1.0963 1.0718 0.0245 2.3% 0.0027 0.2% 22% False False 1
20 1.0963 1.0230 0.0733 6.8% 0.0013 0.1% 74% False False 1
40 1.0963 1.0230 0.0733 6.8% 0.0008 0.1% 74% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1.1464
2.618 1.1249
1.618 1.1117
1.000 1.1035
0.618 1.0985
HIGH 1.0903
0.618 1.0853
0.500 1.0837
0.382 1.0821
LOW 1.0771
0.618 1.0689
1.000 1.0639
1.618 1.0557
2.618 1.0425
4.250 1.0210
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 1.0837 1.0837
PP 1.0815 1.0815
S1 1.0793 1.0793

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

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