CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0607 1.0577 -0.0030 -0.3% 1.0689
High 1.0607 1.0595 -0.0012 -0.1% 1.0765
Low 1.0607 1.0577 -0.0030 -0.3% 1.0573
Close 1.0607 1.0595 -0.0012 -0.1% 1.0649
Range 0.0000 0.0018 0.0018 0.0192
ATR 0.0042 0.0041 -0.0001 -2.0% 0.0000
Volume 113 3 -110 -97.3% 9
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0643 1.0637 1.0605
R3 1.0625 1.0619 1.0600
R2 1.0607 1.0607 1.0598
R1 1.0601 1.0601 1.0597 1.0604
PP 1.0589 1.0589 1.0589 1.0591
S1 1.0583 1.0583 1.0593 1.0586
S2 1.0571 1.0571 1.0592
S3 1.0553 1.0565 1.0590
S4 1.0535 1.0547 1.0585
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 1.0677 1.0573 0.0104 1.0% 0.0024 0.2% 21% False False 68
10 1.0765 1.0573 0.0192 1.8% 0.0014 0.1% 11% False False 35
20 1.0874 1.0573 0.0301 2.8% 0.0015 0.1% 7% False False 20
40 1.0874 1.0573 0.0301 2.8% 0.0018 0.2% 7% False False 13
60 1.0874 1.0316 0.0558 5.3% 0.0013 0.1% 50% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0672
2.618 1.0642
1.618 1.0624
1.000 1.0613
0.618 1.0606
HIGH 1.0595
0.618 1.0588
0.500 1.0586
0.382 1.0584
LOW 1.0577
0.618 1.0566
1.000 1.0559
1.618 1.0548
2.618 1.0530
4.250 1.0501
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.0592 1.0601
PP 1.0589 1.0599
S1 1.0586 1.0597

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

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