CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.0689 1.0751 0.0062 0.6% 1.0825
High 1.0703 1.0752 0.0049 0.5% 1.0825
Low 1.0689 1.0751 0.0062 0.6% 1.0708
Close 1.0703 1.0752 0.0049 0.5% 1.0717
Range 0.0014 0.0001 -0.0013 -92.9% 0.0117
ATR 0.0042 0.0042 0.0001 1.2% 0.0000
Volume 2 4 2 100.0% 46
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0755 1.0754 1.0753
R3 1.0754 1.0753 1.0752
R2 1.0753 1.0753 1.0752
R1 1.0752 1.0752 1.0752 1.0753
PP 1.0752 1.0752 1.0752 1.0752
S1 1.0751 1.0751 1.0752 1.0752
S2 1.0751 1.0751 1.0752
S3 1.0750 1.0750 1.0752
S4 1.0749 1.0749 1.0751
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1101 1.1026 1.0781
R3 1.0984 1.0909 1.0749
R2 1.0867 1.0867 1.0738
R1 1.0792 1.0792 1.0728 1.0771
PP 1.0750 1.0750 1.0750 1.0740
S1 1.0675 1.0675 1.0706 1.0654
S2 1.0633 1.0633 1.0696
S3 1.0516 1.0558 1.0685
S4 1.0399 1.0441 1.0653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0752 1.0689 0.0063 0.6% 0.0011 0.1% 100% True False 9
10 1.0874 1.0689 0.0185 1.7% 0.0015 0.1% 34% False False 5
20 1.0874 1.0647 0.0227 2.1% 0.0014 0.1% 46% False False 6
40 1.0874 1.0510 0.0364 3.4% 0.0017 0.2% 66% False False 5
60 1.0874 1.0288 0.0586 5.5% 0.0011 0.1% 79% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0756
2.618 1.0755
1.618 1.0754
1.000 1.0753
0.618 1.0753
HIGH 1.0752
0.618 1.0752
0.500 1.0752
0.382 1.0751
LOW 1.0751
0.618 1.0750
1.000 1.0750
1.618 1.0749
2.618 1.0748
4.250 1.0747
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.0752 1.0742
PP 1.0752 1.0731
S1 1.0752 1.0721

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

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