CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.0785 1.0830 0.0045 0.4% 1.0961
High 1.0844 1.0867 0.0023 0.2% 1.0998
Low 1.0760 1.0780 0.0020 0.2% 1.0760
Close 1.0822 1.0861 0.0039 0.4% 1.0822
Range 0.0084 0.0087 0.0003 3.6% 0.0238
ATR 0.0072 0.0073 0.0001 1.5% 0.0000
Volume 34,815 21,959 -12,856 -36.9% 116,970
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1097 1.1066 1.0909
R3 1.1010 1.0979 1.0885
R2 1.0923 1.0923 1.0877
R1 1.0892 1.0892 1.0869 1.0908
PP 1.0836 1.0836 1.0836 1.0844
S1 1.0805 1.0805 1.0853 1.0821
S2 1.0749 1.0749 1.0845
S3 1.0662 1.0718 1.0837
S4 1.0575 1.0631 1.0813
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1574 1.1436 1.0953
R3 1.1336 1.1198 1.0887
R2 1.1098 1.1098 1.0866
R1 1.0960 1.0960 1.0844 1.0910
PP 1.0860 1.0860 1.0860 1.0835
S1 1.0722 1.0722 1.0800 1.0672
S2 1.0622 1.0622 1.0778
S3 1.0384 1.0484 1.0757
S4 1.0146 1.0246 1.0691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0998 1.0760 0.0238 2.2% 0.0091 0.8% 42% False False 27,785
10 1.1013 1.0760 0.0253 2.3% 0.0079 0.7% 40% False False 21,306
20 1.1026 1.0678 0.0348 3.2% 0.0078 0.7% 53% False False 20,472
40 1.1026 1.0555 0.0471 4.3% 0.0059 0.5% 65% False False 10,515
60 1.1026 1.0555 0.0471 4.3% 0.0044 0.4% 65% False False 7,017
80 1.1026 1.0555 0.0471 4.3% 0.0039 0.4% 65% False False 5,264
100 1.1026 1.0288 0.0738 6.8% 0.0031 0.3% 78% False False 4,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1237
2.618 1.1095
1.618 1.1008
1.000 1.0954
0.618 1.0921
HIGH 1.0867
0.618 1.0834
0.500 1.0824
0.382 1.0813
LOW 1.0780
0.618 1.0726
1.000 1.0693
1.618 1.0639
2.618 1.0552
4.250 1.0410
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.0849 1.0853
PP 1.0836 1.0845
S1 1.0824 1.0838

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

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