CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1.0736 1.0818 0.0082 0.8% 1.0748
High 1.0736 1.0818 0.0082 0.8% 1.0767
Low 1.0736 1.0818 0.0082 0.8% 1.0647
Close 1.0736 1.0818 0.0082 0.8% 1.0747
Range
ATR 0.0042 0.0045 0.0003 6.7% 0.0000
Volume 8 1 -7 -87.5% 39
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0818 1.0818 1.0818
R3 1.0818 1.0818 1.0818
R2 1.0818 1.0818 1.0818
R1 1.0818 1.0818 1.0818 1.0818
PP 1.0818 1.0818 1.0818 1.0818
S1 1.0818 1.0818 1.0818 1.0818
S2 1.0818 1.0818 1.0818
S3 1.0818 1.0818 1.0818
S4 1.0818 1.0818 1.0818
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1080 1.1034 1.0813
R3 1.0960 1.0914 1.0780
R2 1.0840 1.0840 1.0769
R1 1.0794 1.0794 1.0758 1.0757
PP 1.0720 1.0720 1.0720 1.0702
S1 1.0674 1.0674 1.0736 1.0637
S2 1.0600 1.0600 1.0725
S3 1.0480 1.0554 1.0714
S4 1.0360 1.0434 1.0681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0818 1.0647 0.0171 1.6% 0.0012 0.1% 100% True False 6
10 1.0818 1.0647 0.0171 1.6% 0.0013 0.1% 100% True False 7
20 1.0818 1.0647 0.0171 1.6% 0.0017 0.2% 100% True False 5
40 1.0818 1.0435 0.0383 3.5% 0.0013 0.1% 100% True False 4
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0818
2.618 1.0818
1.618 1.0818
1.000 1.0818
0.618 1.0818
HIGH 1.0818
0.618 1.0818
0.500 1.0818
0.382 1.0818
LOW 1.0818
0.618 1.0818
1.000 1.0818
1.618 1.0818
2.618 1.0818
4.250 1.0818
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1.0818 1.0804
PP 1.0818 1.0791
S1 1.0818 1.0777

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

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