CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1.0900 1.0862 -0.0038 -0.3% 1.1014
High 1.0924 1.0934 0.0010 0.1% 1.1046
Low 1.0865 1.0855 -0.0010 -0.1% 1.0872
Close 1.0889 1.0900 0.0011 0.1% 1.0907
Range 0.0059 0.0079 0.0020 33.9% 0.0174
ATR 0.0083 0.0083 0.0000 -0.3% 0.0000
Volume 18,782 26,192 7,410 39.5% 164,883
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1133 1.1096 1.0943
R3 1.1054 1.1017 1.0922
R2 1.0975 1.0975 1.0914
R1 1.0938 1.0938 1.0907 1.0957
PP 1.0896 1.0896 1.0896 1.0906
S1 1.0859 1.0859 1.0893 1.0878
S2 1.0817 1.0817 1.0886
S3 1.0738 1.0780 1.0878
S4 1.0659 1.0701 1.0857
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 1.0855 0.0191 1.8% 0.0092 0.8% 24% False True 28,860
10 1.1090 1.0843 0.0247 2.3% 0.0089 0.8% 23% False False 34,049
20 1.1090 1.0657 0.0433 4.0% 0.0083 0.8% 56% False False 37,056
40 1.1090 1.0657 0.0433 4.0% 0.0082 0.8% 56% False False 31,332
60 1.1090 1.0563 0.0527 4.8% 0.0074 0.7% 64% False False 22,006
80 1.1090 1.0555 0.0535 4.9% 0.0060 0.5% 64% False False 16,510
100 1.1090 1.0555 0.0535 4.9% 0.0051 0.5% 64% False False 13,209
120 1.1090 1.0463 0.0627 5.8% 0.0044 0.4% 70% False False 11,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1270
2.618 1.1141
1.618 1.1062
1.000 1.1013
0.618 1.0983
HIGH 1.0934
0.618 1.0904
0.500 1.0895
0.382 1.0885
LOW 1.0855
0.618 1.0806
1.000 1.0776
1.618 1.0727
2.618 1.0648
4.250 1.0519
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1.0898 1.0898
PP 1.0896 1.0896
S1 1.0895 1.0895

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

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