CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.0825 1.0775 -0.0050 -0.5% 1.0736
High 1.0825 1.0775 -0.0050 -0.5% 1.0874
Low 1.0805 1.0708 -0.0097 -0.9% 1.0736
Close 1.0805 1.0741 -0.0064 -0.6% 1.0797
Range 0.0020 0.0067 0.0047 235.0% 0.0138
ATR 0.0044 0.0048 0.0004 8.7% 0.0000
Volume 2 1 -1 -50.0% 14
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0942 1.0909 1.0778
R3 1.0875 1.0842 1.0759
R2 1.0808 1.0808 1.0753
R1 1.0775 1.0775 1.0747 1.0758
PP 1.0741 1.0741 1.0741 1.0733
S1 1.0708 1.0708 1.0735 1.0691
S2 1.0674 1.0674 1.0729
S3 1.0607 1.0641 1.0723
S4 1.0540 1.0574 1.0704
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 1.0708 0.0166 1.5% 0.0018 0.2% 20% False True 1
10 1.0874 1.0647 0.0227 2.1% 0.0015 0.1% 41% False False 3
20 1.0874 1.0647 0.0227 2.1% 0.0017 0.2% 41% False False 5
40 1.0874 1.0464 0.0410 3.8% 0.0015 0.1% 68% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1060
2.618 1.0950
1.618 1.0883
1.000 1.0842
0.618 1.0816
HIGH 1.0775
0.618 1.0749
0.500 1.0742
0.382 1.0734
LOW 1.0708
0.618 1.0667
1.000 1.0641
1.618 1.0600
2.618 1.0533
4.250 1.0423
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.0742 1.0767
PP 1.0741 1.0758
S1 1.0741 1.0750

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

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