CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.0682 1.0647 -0.0035 -0.3% 1.0647
High 1.0682 1.0684 0.0002 0.0% 1.0791
Low 1.0654 1.0647 -0.0007 -0.1% 1.0647
Close 1.0665 1.0684 0.0019 0.2% 1.0789
Range 0.0028 0.0037 0.0009 32.1% 0.0144
ATR 0.0046 0.0045 -0.0001 -1.4% 0.0000
Volume 9 19 10 111.1% 39
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0783 1.0770 1.0704
R3 1.0746 1.0733 1.0694
R2 1.0709 1.0709 1.0691
R1 1.0696 1.0696 1.0687 1.0703
PP 1.0672 1.0672 1.0672 1.0675
S1 1.0659 1.0659 1.0681 1.0666
S2 1.0635 1.0635 1.0677
S3 1.0598 1.0622 1.0674
S4 1.0561 1.0585 1.0664
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% 0.0021 0.2% 26% False True 10
10 1.0791 1.0647 0.0144 1.3% 0.0022 0.2% 26% False True 8
20 1.0818 1.0647 0.0171 1.6% 0.0023 0.2% 22% False True 6
40 1.0818 1.0288 0.0530 5.0% 0.0013 0.1% 75% False False 4
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0841
2.618 1.0781
1.618 1.0744
1.000 1.0721
0.618 1.0707
HIGH 1.0684
0.618 1.0670
0.500 1.0666
0.382 1.0661
LOW 1.0647
0.618 1.0624
1.000 1.0610
1.618 1.0587
2.618 1.0550
4.250 1.0490
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.0678 1.0698
PP 1.0672 1.0693
S1 1.0666 1.0689

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

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