CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.0772 1.0790 0.0018 0.2% 1.0702
High 1.0849 1.0807 -0.0042 -0.4% 1.0849
Low 1.0749 1.0766 0.0017 0.2% 1.0701
Close 1.0801 1.0802 0.0001 0.0% 1.0801
Range 0.0100 0.0041 -0.0059 -59.0% 0.0148
ATR 0.0080 0.0078 -0.0003 -3.5% 0.0000
Volume 44,301 29,895 -14,406 -32.5% 161,234
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0915 1.0899 1.0825
R3 1.0874 1.0858 1.0813
R2 1.0833 1.0833 1.0810
R1 1.0817 1.0817 1.0806 1.0825
PP 1.0792 1.0792 1.0792 1.0796
S1 1.0776 1.0776 1.0798 1.0784
S2 1.0751 1.0751 1.0794
S3 1.0710 1.0735 1.0791
S4 1.0669 1.0694 1.0779
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 1.0701 0.0148 1.4% 0.0065 0.6% 68% False False 38,225
10 1.0974 1.0657 0.0317 2.9% 0.0082 0.8% 46% False False 40,187
20 1.0998 1.0657 0.0341 3.2% 0.0085 0.8% 43% False False 34,094
40 1.1026 1.0657 0.0369 3.4% 0.0076 0.7% 39% False False 23,705
60 1.1026 1.0555 0.0471 4.4% 0.0061 0.6% 52% False False 15,816
80 1.1026 1.0555 0.0471 4.4% 0.0049 0.5% 52% False False 11,864
100 1.1026 1.0510 0.0516 4.8% 0.0043 0.4% 57% False False 9,492
120 1.1026 1.0288 0.0738 6.8% 0.0036 0.3% 70% False False 7,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0981
2.618 1.0914
1.618 1.0873
1.000 1.0848
0.618 1.0832
HIGH 1.0807
0.618 1.0791
0.500 1.0787
0.382 1.0782
LOW 1.0766
0.618 1.0741
1.000 1.0725
1.618 1.0700
2.618 1.0659
4.250 1.0592
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.0797 1.0798
PP 1.0792 1.0794
S1 1.0787 1.0790

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

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