CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.0709 1.0728 0.0019 0.2% 1.0736
High 1.0750 1.0728 -0.0022 -0.2% 1.0874
Low 1.0709 1.0728 0.0019 0.2% 1.0736
Close 1.0750 1.0728 -0.0022 -0.2% 1.0797
Range 0.0041 0.0000 -0.0041 -100.0% 0.0138
ATR 0.0047 0.0045 -0.0002 -3.8% 0.0000
Volume 25 16 -9 -36.0% 14
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0728 1.0728 1.0728
R3 1.0728 1.0728 1.0728
R2 1.0728 1.0728 1.0728
R1 1.0728 1.0728 1.0728 1.0728
PP 1.0728 1.0728 1.0728 1.0728
S1 1.0728 1.0728 1.0728 1.0728
S2 1.0728 1.0728 1.0728
S3 1.0728 1.0728 1.0728
S4 1.0728 1.0728 1.0728
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 1.0825 1.0708 0.0117 1.1% 0.0026 0.2% 17% False False 9
10 1.0874 1.0708 0.0166 1.5% 0.0016 0.1% 12% False False 5
20 1.0874 1.0647 0.0227 2.1% 0.0017 0.2% 36% False False 7
40 1.0874 1.0464 0.0410 3.8% 0.0016 0.2% 64% False False 4
60 1.0874 1.0198 0.0676 6.3% 0.0011 0.1% 78% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0728
2.618 1.0728
1.618 1.0728
1.000 1.0728
0.618 1.0728
HIGH 1.0728
0.618 1.0728
0.500 1.0728
0.382 1.0728
LOW 1.0728
0.618 1.0728
1.000 1.0728
1.618 1.0728
2.618 1.0728
4.250 1.0728
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.0728 1.0742
PP 1.0728 1.0737
S1 1.0728 1.0733

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

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