CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0605 1.0636 0.0031 0.3% 1.0621
High 1.0620 1.0640 0.0020 0.2% 1.0625
Low 1.0598 1.0624 0.0026 0.2% 1.0560
Close 1.0612 1.0634 0.0022 0.2% 1.0562
Range 0.0022 0.0016 -0.0006 -27.3% 0.0065
ATR 0.0038 0.0037 -0.0001 -1.9% 0.0000
Volume 7 14 7 100.0% 343
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0681 1.0673 1.0643
R3 1.0665 1.0657 1.0638
R2 1.0649 1.0649 1.0637
R1 1.0641 1.0641 1.0635 1.0637
PP 1.0633 1.0633 1.0633 1.0631
S1 1.0625 1.0625 1.0633 1.0621
S2 1.0617 1.0617 1.0631
S3 1.0601 1.0609 1.0630
S4 1.0585 1.0593 1.0625
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 1.0640 1.0555 0.0085 0.8% 0.0017 0.2% 93% True False 6
10 1.0677 1.0555 0.0122 1.1% 0.0021 0.2% 65% False False 37
20 1.0825 1.0555 0.0270 2.5% 0.0018 0.2% 29% False False 21
40 1.0874 1.0555 0.0319 3.0% 0.0016 0.1% 25% False False 13
60 1.0874 1.0463 0.0411 3.9% 0.0015 0.1% 42% False False 9
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0708
2.618 1.0682
1.618 1.0666
1.000 1.0656
0.618 1.0650
HIGH 1.0640
0.618 1.0634
0.500 1.0632
0.382 1.0630
LOW 1.0624
0.618 1.0614
1.000 1.0608
1.618 1.0598
2.618 1.0582
4.250 1.0556
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0633 1.0623
PP 1.0633 1.0612
S1 1.0632 1.0602

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

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