CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.0797 1.0825 0.0028 0.3% 1.0736
High 1.0797 1.0825 0.0028 0.3% 1.0874
Low 1.0797 1.0805 0.0008 0.1% 1.0736
Close 1.0797 1.0805 0.0008 0.1% 1.0797
Range 0.0000 0.0020 0.0020 0.0138
ATR 0.0045 0.0044 -0.0001 -2.7% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0872 1.0858 1.0816
R3 1.0852 1.0838 1.0811
R2 1.0832 1.0832 1.0809
R1 1.0818 1.0818 1.0807 1.0815
PP 1.0812 1.0812 1.0812 1.0810
S1 1.0798 1.0798 1.0803 1.0795
S2 1.0792 1.0792 1.0801
S3 1.0772 1.0778 1.0800
S4 1.0752 1.0758 1.0794
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1216 1.1145 1.0873
R3 1.1078 1.1007 1.0835
R2 1.0940 1.0940 1.0822
R1 1.0869 1.0869 1.0810 1.0905
PP 1.0802 1.0802 1.0802 1.0820
S1 1.0731 1.0731 1.0784 1.0767
S2 1.0664 1.0664 1.0772
S3 1.0526 1.0593 1.0759
S4 1.0388 1.0455 1.0721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0874 1.0797 0.0077 0.7% 0.0005 0.0% 10% False False 1
10 1.0874 1.0647 0.0227 2.1% 0.0011 0.1% 70% False False 4
20 1.0874 1.0647 0.0227 2.1% 0.0014 0.1% 70% False False 5
40 1.0874 1.0463 0.0411 3.8% 0.0014 0.1% 83% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0910
2.618 1.0877
1.618 1.0857
1.000 1.0845
0.618 1.0837
HIGH 1.0825
0.618 1.0817
0.500 1.0815
0.382 1.0813
LOW 1.0805
0.618 1.0793
1.000 1.0785
1.618 1.0773
2.618 1.0753
4.250 1.0720
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.0815 1.0816
PP 1.0812 1.0812
S1 1.0808 1.0809

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

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