CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.0747 1.0782 0.0035 0.3% 1.0647
High 1.0777 1.0791 0.0014 0.1% 1.0791
Low 1.0747 1.0782 0.0035 0.3% 1.0647
Close 1.0777 1.0789 0.0012 0.1% 1.0789
Range 0.0030 0.0009 -0.0021 -70.0% 0.0144
ATR 0.0045 0.0042 -0.0002 -4.9% 0.0000
Volume 4 9 5 125.0% 39
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0814 1.0811 1.0794
R3 1.0805 1.0802 1.0791
R2 1.0796 1.0796 1.0791
R1 1.0793 1.0793 1.0790 1.0795
PP 1.0787 1.0787 1.0787 1.0788
S1 1.0784 1.0784 1.0788 1.0786
S2 1.0778 1.0778 1.0787
S3 1.0769 1.0775 1.0787
S4 1.0760 1.0766 1.0784
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1174 1.1126 1.0868
R3 1.1030 1.0982 1.0829
R2 1.0886 1.0886 1.0815
R1 1.0838 1.0838 1.0802 1.0862
PP 1.0742 1.0742 1.0742 1.0755
S1 1.0694 1.0694 1.0776 1.0718
S2 1.0598 1.0598 1.0763
S3 1.0454 1.0550 1.0749
S4 1.0310 1.0406 1.0710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0791 1.0647 0.0144 1.3% 0.0023 0.2% 99% True False 7
10 1.0791 1.0647 0.0144 1.3% 0.0019 0.2% 99% True False 5
20 1.0818 1.0600 0.0218 2.0% 0.0022 0.2% 87% False False 4
40 1.0818 1.0288 0.0530 4.9% 0.0011 0.1% 95% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0829
2.618 1.0815
1.618 1.0806
1.000 1.0800
0.618 1.0797
HIGH 1.0791
0.618 1.0788
0.500 1.0787
0.382 1.0785
LOW 1.0782
0.618 1.0776
1.000 1.0773
1.618 1.0767
2.618 1.0758
4.250 1.0744
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.0788 1.0771
PP 1.0787 1.0752
S1 1.0787 1.0734

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

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