CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.0713 1.0667 -0.0046 -0.4% 1.0807
High 1.0713 1.0671 -0.0042 -0.4% 1.0813
Low 1.0713 1.0667 -0.0046 -0.4% 1.0724
Close 1.0713 1.0671 -0.0042 -0.4% 1.0757
Range 0.0000 0.0004 0.0004 0.0089
ATR 0.0040 0.0041 0.0000 1.0% 0.0000
Volume 3 3 0 0.0% 22
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0682 1.0680 1.0673
R3 1.0678 1.0676 1.0672
R2 1.0674 1.0674 1.0672
R1 1.0672 1.0672 1.0671 1.0673
PP 1.0670 1.0670 1.0670 1.0670
S1 1.0668 1.0668 1.0671 1.0669
S2 1.0666 1.0666 1.0670
S3 1.0662 1.0664 1.0670
S4 1.0658 1.0660 1.0669
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1032 1.0983 1.0806
R3 1.0943 1.0894 1.0781
R2 1.0854 1.0854 1.0773
R1 1.0805 1.0805 1.0765 1.0785
PP 1.0765 1.0765 1.0765 1.0755
S1 1.0716 1.0716 1.0749 1.0696
S2 1.0676 1.0676 1.0741
S3 1.0587 1.0627 1.0733
S4 1.0498 1.0538 1.0708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0757 1.0667 0.0090 0.8% 0.0013 0.1% 4% False True 3
10 1.0818 1.0667 0.0151 1.4% 0.0024 0.2% 3% False True 4
20 1.0818 1.0464 0.0354 3.3% 0.0014 0.1% 58% False False 3
40 1.0818 1.0198 0.0620 5.8% 0.0007 0.1% 76% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0688
2.618 1.0681
1.618 1.0677
1.000 1.0675
0.618 1.0673
HIGH 1.0671
0.618 1.0669
0.500 1.0669
0.382 1.0669
LOW 1.0667
0.618 1.0665
1.000 1.0663
1.618 1.0661
2.618 1.0657
4.250 1.0650
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.0670 1.0693
PP 1.0670 1.0686
S1 1.0669 1.0678

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

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