CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 1.0581 1.0522 -0.0059 -0.6% 1.0653
High 1.0581 1.0522 -0.0059 -0.6% 1.0653
Low 1.0581 1.0522 -0.0059 -0.6% 1.0533
Close 1.0581 1.0522 -0.0059 -0.6% 1.0533
Range
ATR 0.0038 0.0039 0.0002 4.1% 0.0000
Volume
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0522 1.0522 1.0522
R3 1.0522 1.0522 1.0522
R2 1.0522 1.0522 1.0522
R1 1.0522 1.0522 1.0522 1.0522
PP 1.0522 1.0522 1.0522 1.0522
S1 1.0522 1.0522 1.0522 1.0522
S2 1.0522 1.0522 1.0522
S3 1.0522 1.0522 1.0522
S4 1.0522 1.0522 1.0522
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0933 1.0853 1.0599
R3 1.0813 1.0733 1.0566
R2 1.0693 1.0693 1.0555
R1 1.0613 1.0613 1.0544 1.0593
PP 1.0573 1.0573 1.0573 1.0563
S1 1.0493 1.0493 1.0522 1.0473
S2 1.0453 1.0453 1.0511
S3 1.0333 1.0373 1.0500
S4 1.0213 1.0253 1.0467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0633 1.0522 0.0111 1.1% 0.0000 0.0% 0% False True
10 1.0702 1.0522 0.0180 1.7% 0.0000 0.0% 0% False True
20 1.0927 1.0522 0.0405 3.8% 0.0001 0.0% 0% False True 1
40 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 0% False True 1
60 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 0% False True 1
80 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 0% False True 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 1.0522
2.618 1.0522
1.618 1.0522
1.000 1.0522
0.618 1.0522
HIGH 1.0522
0.618 1.0522
0.500 1.0522
0.382 1.0522
LOW 1.0522
0.618 1.0522
1.000 1.0522
1.618 1.0522
2.618 1.0522
4.250 1.0522
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 1.0522 1.0552
PP 1.0522 1.0542
S1 1.0522 1.0532

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

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