CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 1.0749 1.0730 -0.0019 -0.2% 1.0844
High 1.0834 1.0771 -0.0063 -0.6% 1.0891
Low 1.0708 1.0715 0.0007 0.1% 1.0716
Close 1.0748 1.0731 -0.0017 -0.2% 1.0749
Range 0.0126 0.0056 -0.0070 -55.6% 0.0175
ATR 0.0081 0.0079 -0.0002 -2.2% 0.0000
Volume 52,103 46,083 -6,020 -11.6% 144,474
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0907 1.0875 1.0762
R3 1.0851 1.0819 1.0746
R2 1.0795 1.0795 1.0741
R1 1.0763 1.0763 1.0736 1.0779
PP 1.0739 1.0739 1.0739 1.0747
S1 1.0707 1.0707 1.0726 1.0723
S2 1.0683 1.0683 1.0721
S3 1.0627 1.0651 1.0716
S4 1.0571 1.0595 1.0700
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 1.0708 0.0183 1.7% 0.0086 0.8% 13% False False 42,289
10 1.0934 1.0708 0.0226 2.1% 0.0075 0.7% 10% False False 33,979
20 1.1090 1.0708 0.0382 3.6% 0.0082 0.8% 6% False False 34,267
40 1.1090 1.0657 0.0433 4.0% 0.0084 0.8% 17% False False 34,180
60 1.1090 1.0657 0.0433 4.0% 0.0078 0.7% 17% False False 27,226
80 1.1090 1.0555 0.0535 5.0% 0.0066 0.6% 33% False False 20,429
100 1.1090 1.0555 0.0535 5.0% 0.0056 0.5% 33% False False 16,344
120 1.1090 1.0510 0.0580 5.4% 0.0050 0.5% 38% False False 13,621
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1009
2.618 1.0918
1.618 1.0862
1.000 1.0827
0.618 1.0806
HIGH 1.0771
0.618 1.0750
0.500 1.0743
0.382 1.0736
LOW 1.0715
0.618 1.0680
1.000 1.0659
1.618 1.0624
2.618 1.0568
4.250 1.0477
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 1.0743 1.0771
PP 1.0739 1.0758
S1 1.0735 1.0744

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

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