CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.0621 1.0625 0.0004 0.0% 1.0689
High 1.0621 1.0625 0.0004 0.0% 1.0765
Low 1.0621 1.0625 0.0004 0.0% 1.0573
Close 1.0621 1.0625 0.0004 0.0% 1.0649
Range
ATR 0.0047 0.0044 -0.0003 -6.5% 0.0000
Volume 113 113 0 0.0% 9
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0625 1.0625 1.0625
R3 1.0625 1.0625 1.0625
R2 1.0625 1.0625 1.0625
R1 1.0625 1.0625 1.0625 1.0625
PP 1.0625 1.0625 1.0625 1.0625
S1 1.0625 1.0625 1.0625 1.0625
S2 1.0625 1.0625 1.0625
S3 1.0625 1.0625 1.0625
S4 1.0625 1.0625 1.0625
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% 0.0021 0.2% 27% False False 45
10 1.0765 1.0573 0.0192 1.8% 0.0016 0.2% 27% False False 27
20 1.0874 1.0573 0.0301 2.8% 0.0016 0.1% 17% False False 15
40 1.0874 1.0573 0.0301 2.8% 0.0019 0.2% 17% False False 10
60 1.0874 1.0288 0.0586 5.5% 0.0013 0.1% 58% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.0625
2.618 1.0625
1.618 1.0625
1.000 1.0625
0.618 1.0625
HIGH 1.0625
0.618 1.0625
0.500 1.0625
0.382 1.0625
LOW 1.0625
0.618 1.0625
1.000 1.0625
1.618 1.0625
2.618 1.0625
4.250 1.0625
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.0625 1.0625
PP 1.0625 1.0625
S1 1.0625 1.0625

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

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