CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 1.0555 1.0586 0.0031 0.3% 1.0621
High 1.0571 1.0586 0.0015 0.1% 1.0625
Low 1.0555 1.0563 0.0008 0.1% 1.0560
Close 1.0571 1.0578 0.0007 0.1% 1.0562
Range 0.0016 0.0023 0.0007 43.8% 0.0065
ATR 0.0039 0.0038 -0.0001 -2.9% 0.0000
Volume 3 5 2 66.7% 343
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0645 1.0634 1.0591
R3 1.0622 1.0611 1.0584
R2 1.0599 1.0599 1.0582
R1 1.0588 1.0588 1.0580 1.0582
PP 1.0576 1.0576 1.0576 1.0573
S1 1.0565 1.0565 1.0576 1.0559
S2 1.0553 1.0553 1.0574
S3 1.0530 1.0542 1.0572
S4 1.0507 1.0519 1.0565
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0777 1.0735 1.0598
R3 1.0712 1.0670 1.0580
R2 1.0647 1.0647 1.0574
R1 1.0605 1.0605 1.0568 1.0594
PP 1.0582 1.0582 1.0582 1.0577
S1 1.0540 1.0540 1.0556 1.0529
S2 1.0517 1.0517 1.0550
S3 1.0452 1.0475 1.0544
S4 1.0387 1.0410 1.0526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0607 1.0555 0.0052 0.5% 0.0013 0.1% 44% False False 25
10 1.0765 1.0555 0.0210 2.0% 0.0017 0.2% 11% False False 35
20 1.0874 1.0555 0.0319 3.0% 0.0016 0.1% 7% False False 20
40 1.0874 1.0555 0.0319 3.0% 0.0016 0.2% 7% False False 13
60 1.0874 1.0435 0.0439 4.2% 0.0014 0.1% 33% False False 9
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0684
2.618 1.0646
1.618 1.0623
1.000 1.0609
0.618 1.0600
HIGH 1.0586
0.618 1.0577
0.500 1.0575
0.382 1.0572
LOW 1.0563
0.618 1.0549
1.000 1.0540
1.618 1.0526
2.618 1.0503
4.250 1.0465
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 1.0577 1.0576
PP 1.0576 1.0573
S1 1.0575 1.0571

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

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