CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1.0862 1.0908 0.0046 0.4% 1.1014
High 1.0934 1.0929 -0.0005 0.0% 1.1046
Low 1.0855 1.0878 0.0023 0.2% 1.0872
Close 1.0900 1.0901 0.0001 0.0% 1.0907
Range 0.0079 0.0051 -0.0028 -35.4% 0.0174
ATR 0.0083 0.0080 -0.0002 -2.7% 0.0000
Volume 26,192 21,124 -5,068 -19.3% 164,883
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1056 1.1029 1.0929
R3 1.1005 1.0978 1.0915
R2 1.0954 1.0954 1.0910
R1 1.0927 1.0927 1.0906 1.0915
PP 1.0903 1.0903 1.0903 1.0897
S1 1.0876 1.0876 1.0896 1.0864
S2 1.0852 1.0852 1.0892
S3 1.0801 1.0825 1.0887
S4 1.0750 1.0774 1.0873
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 1.1036 1.0855 0.0181 1.7% 0.0079 0.7% 25% False False 27,054
10 1.1090 1.0855 0.0235 2.2% 0.0078 0.7% 20% False False 31,721
20 1.1090 1.0657 0.0433 4.0% 0.0079 0.7% 56% False False 35,387
40 1.1090 1.0657 0.0433 4.0% 0.0081 0.7% 56% False False 30,914
60 1.1090 1.0563 0.0527 4.8% 0.0075 0.7% 64% False False 22,358
80 1.1090 1.0555 0.0535 4.9% 0.0060 0.6% 65% False False 16,774
100 1.1090 1.0555 0.0535 4.9% 0.0051 0.5% 65% False False 13,420
120 1.1090 1.0463 0.0627 5.8% 0.0045 0.4% 70% False False 11,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1146
2.618 1.1063
1.618 1.1012
1.000 1.0980
0.618 1.0961
HIGH 1.0929
0.618 1.0910
0.500 1.0904
0.382 1.0897
LOW 1.0878
0.618 1.0846
1.000 1.0827
1.618 1.0795
2.618 1.0744
4.250 1.0661
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1.0904 1.0899
PP 1.0903 1.0897
S1 1.0902 1.0895

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

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