CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0991 1.0888 -0.0103 -0.9% 1.1014
High 1.1036 1.0929 -0.0107 -1.0% 1.1046
Low 1.0872 1.0886 0.0014 0.1% 1.0872
Close 1.0899 1.0907 0.0008 0.1% 1.0907
Range 0.0164 0.0043 -0.0121 -73.8% 0.0174
ATR 0.0088 0.0085 -0.0003 -3.7% 0.0000
Volume 45,262 23,910 -21,352 -47.2% 164,883
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1036 1.1015 1.0931
R3 1.0993 1.0972 1.0919
R2 1.0950 1.0950 1.0915
R1 1.0929 1.0929 1.0911 1.0940
PP 1.0907 1.0907 1.0907 1.0913
S1 1.0886 1.0886 1.0903 1.0897
S2 1.0864 1.0864 1.0899
S3 1.0821 1.0843 1.0895
S4 1.0778 1.0800 1.0883
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1464 1.1359 1.1003
R3 1.1290 1.1185 1.0955
R2 1.1116 1.1116 1.0939
R1 1.1011 1.1011 1.0923 1.0977
PP 1.0942 1.0942 1.0942 1.0924
S1 1.0837 1.0837 1.0891 1.0803
S2 1.0768 1.0768 1.0875
S3 1.0594 1.0663 1.0859
S4 1.0420 1.0489 1.0811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0872 0.0174 1.6% 0.0085 0.8% 20% False False 32,976
10 1.1090 1.0766 0.0324 3.0% 0.0088 0.8% 44% False False 35,667
20 1.1090 1.0657 0.0433 4.0% 0.0087 0.8% 58% False False 38,364
40 1.1090 1.0657 0.0433 4.0% 0.0085 0.8% 58% False False 31,279
60 1.1090 1.0563 0.0527 4.8% 0.0072 0.7% 65% False False 21,257
80 1.1090 1.0555 0.0535 4.9% 0.0058 0.5% 66% False False 15,948
100 1.1090 1.0555 0.0535 4.9% 0.0050 0.5% 66% False False 12,759
120 1.1090 1.0334 0.0756 6.9% 0.0043 0.4% 76% False False 10,633
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1112
2.618 1.1042
1.618 1.0999
1.000 1.0972
0.618 1.0956
HIGH 1.0929
0.618 1.0913
0.500 1.0908
0.382 1.0902
LOW 1.0886
0.618 1.0859
1.000 1.0843
1.618 1.0816
2.618 1.0773
4.250 1.0703
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.0908 1.0959
PP 1.0907 1.0942
S1 1.0907 1.0924

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

View Archives - Comment on this page... - Back to Index of Symbols