CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 1.0758 1.0772 0.0014 0.1% 1.0702
High 1.0782 1.0849 0.0067 0.6% 1.0849
Low 1.0730 1.0749 0.0019 0.2% 1.0701
Close 1.0779 1.0801 0.0022 0.2% 1.0801
Range 0.0052 0.0100 0.0048 92.3% 0.0148
ATR 0.0079 0.0080 0.0002 1.9% 0.0000
Volume 32,704 44,301 11,597 35.5% 161,234
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1100 1.1050 1.0856
R3 1.1000 1.0950 1.0829
R2 1.0900 1.0900 1.0819
R1 1.0850 1.0850 1.0810 1.0875
PP 1.0800 1.0800 1.0800 1.0812
S1 1.0750 1.0750 1.0792 1.0775
S2 1.0700 1.0700 1.0783
S3 1.0600 1.0650 1.0774
S4 1.0500 1.0550 1.0746
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1228 1.1162 1.0882
R3 1.1080 1.1014 1.0842
R2 1.0932 1.0932 1.0828
R1 1.0866 1.0866 1.0815 1.0899
PP 1.0784 1.0784 1.0784 1.0800
S1 1.0718 1.0718 1.0787 1.0751
S2 1.0636 1.0636 1.0774
S3 1.0488 1.0570 1.0760
S4 1.0340 1.0422 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0849 1.0657 0.0192 1.8% 0.0077 0.7% 75% True False 41,019
10 1.0986 1.0657 0.0329 3.0% 0.0086 0.8% 44% False False 41,061
20 1.1013 1.0657 0.0356 3.3% 0.0087 0.8% 40% False False 33,535
40 1.1026 1.0657 0.0369 3.4% 0.0076 0.7% 39% False False 22,959
60 1.1026 1.0555 0.0471 4.4% 0.0060 0.6% 52% False False 15,318
80 1.1026 1.0555 0.0471 4.4% 0.0049 0.4% 52% False False 11,490
100 1.1026 1.0510 0.0516 4.8% 0.0043 0.4% 56% False False 9,193
120 1.1026 1.0288 0.0738 6.8% 0.0036 0.3% 70% False False 7,661
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1274
2.618 1.1111
1.618 1.1011
1.000 1.0949
0.618 1.0911
HIGH 1.0849
0.618 1.0811
0.500 1.0799
0.382 1.0787
LOW 1.0749
0.618 1.0687
1.000 1.0649
1.618 1.0587
2.618 1.0487
4.250 1.0324
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 1.0800 1.0797
PP 1.0800 1.0793
S1 1.0799 1.0790

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

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