CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 1.0404 1.0509 0.0105 1.0% 1.0376
High 1.0404 1.0509 0.0105 1.0% 1.0419
Low 1.0404 1.0509 0.0105 1.0% 1.0230
Close 1.0404 1.0509 0.0105 1.0% 1.0419
Range
ATR 0.0073 0.0075 0.0002 3.1% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 1.0509 1.0509 1.0509
R3 1.0509 1.0509 1.0509
R2 1.0509 1.0509 1.0509
R1 1.0509 1.0509 1.0509 1.0509
PP 1.0509 1.0509 1.0509 1.0509
S1 1.0509 1.0509 1.0509 1.0509
S2 1.0509 1.0509 1.0509
S3 1.0509 1.0509 1.0509
S4 1.0509 1.0509 1.0509
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0923 1.0860 1.0523
R3 1.0734 1.0671 1.0471
R2 1.0545 1.0545 1.0454
R1 1.0482 1.0482 1.0436 1.0514
PP 1.0356 1.0356 1.0356 1.0372
S1 1.0293 1.0293 1.0402 1.0325
S2 1.0167 1.0167 1.0384
S3 0.9978 1.0104 1.0367
S4 0.9789 0.9915 1.0315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0509 1.0299 0.0210 2.0% 0.0000 0.0% 100% True False 1
10 1.0509 1.0230 0.0279 2.7% 0.0000 0.0% 100% True False 1
20 1.0723 1.0230 0.0493 4.7% 0.0003 0.0% 57% 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 1.0509
2.618 1.0509
1.618 1.0509
1.000 1.0509
0.618 1.0509
HIGH 1.0509
0.618 1.0509
0.500 1.0509
0.382 1.0509
LOW 1.0509
0.618 1.0509
1.000 1.0509
1.618 1.0509
2.618 1.0509
4.250 1.0509
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 1.0509 1.0474
PP 1.0509 1.0439
S1 1.0509 1.0404

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

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