CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.0769 1.0758 -0.0011 -0.1% 1.0959
High 1.0784 1.0782 -0.0002 0.0% 1.0974
Low 1.0740 1.0730 -0.0010 -0.1% 1.0657
Close 1.0763 1.0779 0.0016 0.1% 1.0701
Range 0.0044 0.0052 0.0008 18.2% 0.0317
ATR 0.0081 0.0079 -0.0002 -2.6% 0.0000
Volume 32,929 32,704 -225 -0.7% 210,747
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0920 1.0901 1.0808
R3 1.0868 1.0849 1.0793
R2 1.0816 1.0816 1.0789
R1 1.0797 1.0797 1.0784 1.0807
PP 1.0764 1.0764 1.0764 1.0768
S1 1.0745 1.0745 1.0774 1.0755
S2 1.0712 1.0712 1.0769
S3 1.0660 1.0693 1.0765
S4 1.0608 1.0641 1.0750
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1728 1.1532 1.0875
R3 1.1411 1.1215 1.0788
R2 1.1094 1.1094 1.0759
R1 1.0898 1.0898 1.0730 1.0838
PP 1.0777 1.0777 1.0777 1.0747
S1 1.0581 1.0581 1.0672 1.0521
S2 1.0460 1.0460 1.0643
S3 1.0143 1.0264 1.0614
S4 0.9826 0.9947 1.0527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0788 1.0657 0.0131 1.2% 0.0071 0.7% 93% False False 40,641
10 1.0986 1.0657 0.0329 3.1% 0.0092 0.9% 37% False False 40,548
20 1.1013 1.0657 0.0356 3.3% 0.0085 0.8% 34% False False 31,632
40 1.1026 1.0657 0.0369 3.4% 0.0075 0.7% 33% False False 21,856
60 1.1026 1.0555 0.0471 4.4% 0.0059 0.5% 48% False False 14,580
80 1.1026 1.0555 0.0471 4.4% 0.0048 0.4% 48% False False 10,936
100 1.1026 1.0510 0.0516 4.8% 0.0042 0.4% 52% False False 8,750
120 1.1026 1.0288 0.0738 6.8% 0.0035 0.3% 67% False False 7,292
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1003
2.618 1.0918
1.618 1.0866
1.000 1.0834
0.618 1.0814
HIGH 1.0782
0.618 1.0762
0.500 1.0756
0.382 1.0750
LOW 1.0730
0.618 1.0698
1.000 1.0678
1.618 1.0646
2.618 1.0594
4.250 1.0509
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.0771 1.0768
PP 1.0764 1.0756
S1 1.0756 1.0745

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

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