CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.0752 1.0667 -0.0085 -0.8% 1.0689
High 1.0752 1.0677 -0.0075 -0.7% 1.0765
Low 1.0752 1.0573 -0.0179 -1.7% 1.0573
Close 1.0752 1.0649 -0.0103 -1.0% 1.0649
Range 0.0000 0.0104 0.0104 0.0192
ATR 0.0038 0.0048 0.0010 26.5% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0945 1.0901 1.0706
R3 1.0841 1.0797 1.0678
R2 1.0737 1.0737 1.0668
R1 1.0693 1.0693 1.0659 1.0663
PP 1.0633 1.0633 1.0633 1.0618
S1 1.0589 1.0589 1.0639 1.0559
S2 1.0529 1.0529 1.0630
S3 1.0425 1.0485 1.0620
S4 1.0321 1.0381 1.0592
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1238 1.1136 1.0755
R3 1.1046 1.0944 1.0702
R2 1.0854 1.0854 1.0684
R1 1.0752 1.0752 1.0667 1.0707
PP 1.0662 1.0662 1.0662 1.0640
S1 1.0560 1.0560 1.0631 1.0515
S2 1.0470 1.0470 1.0614
S3 1.0278 1.0368 1.0596
S4 1.0086 1.0176 1.0543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0765 1.0573 0.0192 1.8% 0.0024 0.2% 40% False True 1
10 1.0825 1.0573 0.0252 2.4% 0.0025 0.2% 30% False True 5
20 1.0874 1.0573 0.0301 2.8% 0.0017 0.2% 25% False True 5
40 1.0874 1.0573 0.0301 2.8% 0.0019 0.2% 25% False True 4
60 1.0874 1.0288 0.0586 5.5% 0.0013 0.1% 62% False False 3
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 0.0001
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.1119
2.618 1.0949
1.618 1.0845
1.000 1.0781
0.618 1.0741
HIGH 1.0677
0.618 1.0637
0.500 1.0625
0.382 1.0613
LOW 1.0573
0.618 1.0509
1.000 1.0469
1.618 1.0405
2.618 1.0301
4.250 1.0131
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.0641 1.0669
PP 1.0633 1.0662
S1 1.0625 1.0656

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

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