CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 1.0787 1.0744 -0.0043 -0.4% 1.0844
High 1.0790 1.0774 -0.0016 -0.1% 1.0891
Low 1.0716 1.0722 0.0006 0.1% 1.0716
Close 1.0733 1.0749 0.0016 0.1% 1.0749
Range 0.0074 0.0052 -0.0022 -29.7% 0.0175
ATR 0.0080 0.0078 -0.0002 -2.5% 0.0000
Volume 47,347 31,006 -16,341 -34.5% 144,474
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0904 1.0879 1.0778
R3 1.0852 1.0827 1.0763
R2 1.0800 1.0800 1.0759
R1 1.0775 1.0775 1.0754 1.0788
PP 1.0748 1.0748 1.0748 1.0755
S1 1.0723 1.0723 1.0744 1.0736
S2 1.0696 1.0696 1.0739
S3 1.0644 1.0671 1.0735
S4 1.0592 1.0619 1.0720
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1310 1.1205 1.0845
R3 1.1135 1.1030 1.0797
R2 1.0960 1.0960 1.0781
R1 1.0855 1.0855 1.0765 1.0820
PP 1.0785 1.0785 1.0785 1.0768
S1 1.0680 1.0680 1.0733 1.0645
S2 1.0610 1.0610 1.0717
S3 1.0435 1.0505 1.0701
S4 1.0260 1.0330 1.0653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0891 1.0716 0.0175 1.6% 0.0069 0.6% 19% False False 33,249
10 1.0934 1.0716 0.0218 2.0% 0.0067 0.6% 15% False False 28,429
20 1.1090 1.0716 0.0374 3.5% 0.0080 0.7% 9% False False 33,068
40 1.1090 1.0657 0.0433 4.0% 0.0083 0.8% 21% False False 32,350
60 1.1090 1.0657 0.0433 4.0% 0.0077 0.7% 21% False False 25,593
80 1.1090 1.0555 0.0535 5.0% 0.0064 0.6% 36% False False 19,202
100 1.1090 1.0555 0.0535 5.0% 0.0055 0.5% 36% False False 15,363
120 1.1090 1.0510 0.0580 5.4% 0.0048 0.4% 41% False False 12,803
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0995
2.618 1.0910
1.618 1.0858
1.000 1.0826
0.618 1.0806
HIGH 1.0774
0.618 1.0754
0.500 1.0748
0.382 1.0742
LOW 1.0722
0.618 1.0690
1.000 1.0670
1.618 1.0638
2.618 1.0586
4.250 1.0501
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 1.0749 1.0804
PP 1.0748 1.0785
S1 1.0748 1.0767

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

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