CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.0667 1.0666 -0.0001 0.0% 1.0807
High 1.0671 1.0704 0.0033 0.3% 1.0813
Low 1.0667 1.0664 -0.0003 0.0% 1.0724
Close 1.0671 1.0704 0.0033 0.3% 1.0757
Range 0.0004 0.0040 0.0036 900.0% 0.0089
ATR 0.0041 0.0041 0.0000 -0.1% 0.0000
Volume 3 1 -2 -66.7% 22
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0811 1.0797 1.0726
R3 1.0771 1.0757 1.0715
R2 1.0731 1.0731 1.0711
R1 1.0717 1.0717 1.0708 1.0724
PP 1.0691 1.0691 1.0691 1.0694
S1 1.0677 1.0677 1.0700 1.0684
S2 1.0651 1.0651 1.0697
S3 1.0611 1.0637 1.0693
S4 1.0571 1.0597 1.0682
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 1.0664 0.0093 0.9% 0.0015 0.1% 43% False True 3
10 1.0818 1.0664 0.0154 1.4% 0.0024 0.2% 26% False True 3
20 1.0818 1.0464 0.0354 3.3% 0.0016 0.1% 68% False False 2
40 1.0818 1.0198 0.0620 5.8% 0.0008 0.1% 82% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0874
2.618 1.0809
1.618 1.0769
1.000 1.0744
0.618 1.0729
HIGH 1.0704
0.618 1.0689
0.500 1.0684
0.382 1.0679
LOW 1.0664
0.618 1.0639
1.000 1.0624
1.618 1.0599
2.618 1.0559
4.250 1.0494
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.0697 1.0699
PP 1.0691 1.0694
S1 1.0684 1.0689

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

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