CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 1.0612 1.0595 -0.0017 -0.2% 1.0685
High 1.0616 1.0600 -0.0016 -0.2% 1.0750
Low 1.0612 1.0568 -0.0044 -0.4% 1.0600
Close 1.0616 1.0592 -0.0024 -0.2% 1.0616
Range 0.0004 0.0032 0.0028 700.0% 0.0150
ATR 0.0066 0.0064 -0.0001 -1.9% 0.0000
Volume 4 2 -2 -50.0% 22
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0683 1.0669 1.0610
R3 1.0651 1.0637 1.0601
R2 1.0619 1.0619 1.0598
R1 1.0605 1.0605 1.0595 1.0596
PP 1.0587 1.0587 1.0587 1.0582
S1 1.0573 1.0573 1.0589 1.0564
S2 1.0555 1.0555 1.0586
S3 1.0523 1.0541 1.0583
S4 1.0491 1.0509 1.0574
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1105 1.1011 1.0699
R3 1.0955 1.0861 1.0657
R2 1.0805 1.0805 1.0644
R1 1.0711 1.0711 1.0630 1.0683
PP 1.0655 1.0655 1.0655 1.0642
S1 1.0561 1.0561 1.0602 1.0533
S2 1.0505 1.0505 1.0589
S3 1.0355 1.0411 1.0575
S4 1.0205 1.0261 1.0534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0686 1.0568 0.0118 1.1% 0.0015 0.1% 20% False True 4
10 1.0903 1.0568 0.0335 3.2% 0.0037 0.3% 7% False True 6
20 1.0963 1.0568 0.0395 3.7% 0.0025 0.2% 6% False True 3
40 1.0963 1.0230 0.0733 6.9% 0.0014 0.1% 49% False False 2
60 1.0963 1.0230 0.0733 6.9% 0.0010 0.1% 49% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0736
2.618 1.0684
1.618 1.0652
1.000 1.0632
0.618 1.0620
HIGH 1.0600
0.618 1.0588
0.500 1.0584
0.382 1.0580
LOW 1.0568
0.618 1.0548
1.000 1.0536
1.618 1.0516
2.618 1.0484
4.250 1.0432
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 1.0589 1.0592
PP 1.0587 1.0592
S1 1.0584 1.0592

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

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