CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.0797 1.0750 -0.0047 -0.4% 1.0600
High 1.0813 1.0752 -0.0061 -0.6% 1.0818
Low 1.0791 1.0724 -0.0067 -0.6% 1.0600
Close 1.0813 1.0752 -0.0061 -0.6% 1.0818
Range 0.0022 0.0028 0.0006 27.3% 0.0218
ATR 0.0040 0.0043 0.0004 8.8% 0.0000
Volume 5 2 -3 -60.0% 13
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0827 1.0817 1.0767
R3 1.0799 1.0789 1.0760
R2 1.0771 1.0771 1.0757
R1 1.0761 1.0761 1.0755 1.0766
PP 1.0743 1.0743 1.0743 1.0745
S1 1.0733 1.0733 1.0749 1.0738
S2 1.0715 1.0715 1.0747
S3 1.0687 1.0705 1.0744
S4 1.0659 1.0677 1.0737
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1399 1.1327 1.0938
R3 1.1181 1.1109 1.0878
R2 1.0963 1.0963 1.0858
R1 1.0891 1.0891 1.0838 1.0927
PP 1.0745 1.0745 1.0745 1.0764
S1 1.0673 1.0673 1.0798 1.0709
S2 1.0527 1.0527 1.0778
S3 1.0309 1.0455 1.0758
S4 1.0091 1.0237 1.0698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0818 1.0704 0.0114 1.1% 0.0033 0.3% 42% False False 3
10 1.0818 1.0600 0.0218 2.0% 0.0024 0.2% 70% False False 3
20 1.0818 1.0463 0.0355 3.3% 0.0012 0.1% 81% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0871
2.618 1.0825
1.618 1.0797
1.000 1.0780
0.618 1.0769
HIGH 1.0752
0.618 1.0741
0.500 1.0738
0.382 1.0735
LOW 1.0724
0.618 1.0707
1.000 1.0696
1.618 1.0679
2.618 1.0651
4.250 1.0605
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.0747 1.0769
PP 1.0743 1.0763
S1 1.0738 1.0758

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

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