CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 1.0927 1.0866 -0.0061 -0.6% 1.1042
High 1.0927 1.0866 -0.0061 -0.6% 1.1044
Low 1.0927 1.0866 -0.0061 -0.6% 1.0925
Close 1.0927 1.0866 -0.0061 -0.6% 1.0933
Range
ATR 0.0031 0.0033 0.0002 7.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0866 1.0866 1.0866
R3 1.0866 1.0866 1.0866
R2 1.0866 1.0866 1.0866
R1 1.0866 1.0866 1.0866 1.0866
PP 1.0866 1.0866 1.0866 1.0866
S1 1.0866 1.0866 1.0866 1.0866
S2 1.0866 1.0866 1.0866
S3 1.0866 1.0866 1.0866
S4 1.0866 1.0866 1.0866
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1324 1.1248 1.0998
R3 1.1205 1.1129 1.0966
R2 1.1086 1.1086 1.0955
R1 1.1010 1.1010 1.0944 1.0989
PP 1.0967 1.0967 1.0967 1.0957
S1 1.0891 1.0891 1.0922 1.0870
S2 1.0848 1.0848 1.0911
S3 1.0729 1.0772 1.0900
S4 1.0610 1.0653 1.0868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0933 1.0866 0.0067 0.6% 0.0000 0.0% 0% False True 1
10 1.1048 1.0866 0.0182 1.7% 0.0000 0.0% 0% False True 1
20 1.1048 1.0727 0.0321 3.0% 0.0000 0.0% 43% False False 1
40 1.1048 1.0727 0.0321 3.0% 0.0000 0.0% 43% False False 1
60 1.1048 1.0692 0.0356 3.3% 0.0000 0.0% 49% 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 1.0866
2.618 1.0866
1.618 1.0866
1.000 1.0866
0.618 1.0866
HIGH 1.0866
0.618 1.0866
0.500 1.0866
0.382 1.0866
LOW 1.0866
0.618 1.0866
1.000 1.0866
1.618 1.0866
2.618 1.0866
4.250 1.0866
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 1.0866 1.0897
PP 1.0866 1.0886
S1 1.0866 1.0876

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

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