CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.0531 1.0530 -0.0001 0.0% 1.0389
High 1.0610 1.0564 -0.0046 -0.4% 1.0634
Low 1.0531 1.0525 -0.0006 -0.1% 1.0298
Close 1.0579 1.0564 -0.0015 -0.1% 1.0579
Range 0.0079 0.0039 -0.0040 -50.6% 0.0336
ATR 0.0086 0.0083 -0.0002 -2.6% 0.0000
Volume 43 11 -32 -74.4% 54
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0668 1.0655 1.0585
R3 1.0629 1.0616 1.0575
R2 1.0590 1.0590 1.0571
R1 1.0577 1.0577 1.0568 1.0584
PP 1.0551 1.0551 1.0551 1.0554
S1 1.0538 1.0538 1.0560 1.0545
S2 1.0512 1.0512 1.0557
S3 1.0473 1.0499 1.0553
S4 1.0434 1.0460 1.0543
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1512 1.1381 1.0764
R3 1.1176 1.1045 1.0671
R2 1.0840 1.0840 1.0641
R1 1.0709 1.0709 1.0610 1.0775
PP 1.0504 1.0504 1.0504 1.0536
S1 1.0373 1.0373 1.0548 1.0439
S2 1.0168 1.0168 1.0517
S3 0.9832 1.0037 1.0487
S4 0.9496 0.9701 1.0394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0634 1.0298 0.0336 3.2% 0.0072 0.7% 79% False False 12
10 1.0634 1.0298 0.0336 3.2% 0.0056 0.5% 79% False False 7
20 1.0903 1.0298 0.0605 5.7% 0.0045 0.4% 44% False False 6
40 1.0963 1.0230 0.0733 6.9% 0.0026 0.2% 46% False False 4
60 1.0963 1.0230 0.0733 6.9% 0.0018 0.2% 46% False False 3
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0730
2.618 1.0666
1.618 1.0627
1.000 1.0603
0.618 1.0588
HIGH 1.0564
0.618 1.0549
0.500 1.0545
0.382 1.0540
LOW 1.0525
0.618 1.0501
1.000 1.0486
1.618 1.0462
2.618 1.0423
4.250 1.0359
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.0558 1.0560
PP 1.0551 1.0556
S1 1.0545 1.0552

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

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