CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1.0647 1.0729 0.0082 0.8% 1.0647
High 1.0684 1.0729 0.0045 0.4% 1.0791
Low 1.0647 1.0729 0.0082 0.8% 1.0647
Close 1.0684 1.0729 0.0045 0.4% 1.0789
Range 0.0037 0.0000 -0.0037 -100.0% 0.0144
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 19 1 -18 -94.7% 39
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0729 1.0729 1.0729
R3 1.0729 1.0729 1.0729
R2 1.0729 1.0729 1.0729
R1 1.0729 1.0729 1.0729 1.0729
PP 1.0729 1.0729 1.0729 1.0729
S1 1.0729 1.0729 1.0729 1.0729
S2 1.0729 1.0729 1.0729
S3 1.0729 1.0729 1.0729
S4 1.0729 1.0729 1.0729
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1174 1.1126 1.0868
R3 1.1030 1.0982 1.0829
R2 1.0886 1.0886 1.0815
R1 1.0838 1.0838 1.0802 1.0862
PP 1.0742 1.0742 1.0742 1.0755
S1 1.0694 1.0694 1.0776 1.0718
S2 1.0598 1.0598 1.0763
S3 1.0454 1.0550 1.0749
S4 1.0310 1.0406 1.0710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0791 1.0647 0.0144 1.3% 0.0015 0.1% 57% False False 9
10 1.0791 1.0647 0.0144 1.3% 0.0018 0.2% 57% False False 8
20 1.0818 1.0647 0.0171 1.6% 0.0021 0.2% 48% False False 5
40 1.0818 1.0316 0.0502 4.7% 0.0013 0.1% 82% False False 4
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0729
1.618 1.0729
1.000 1.0729
0.618 1.0729
HIGH 1.0729
0.618 1.0729
0.500 1.0729
0.382 1.0729
LOW 1.0729
0.618 1.0729
1.000 1.0729
1.618 1.0729
2.618 1.0729
4.250 1.0729
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1.0729 1.0715
PP 1.0729 1.0702
S1 1.0729 1.0688

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

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