CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.0612 1.0631 0.0019 0.2% 1.0749
High 1.0632 1.0647 0.0015 0.1% 1.0834
Low 1.0594 1.0601 0.0007 0.1% 1.0569
Close 1.0628 1.0619 -0.0009 -0.1% 1.0598
Range 0.0038 0.0046 0.0008 21.1% 0.0265
ATR 0.0080 0.0077 -0.0002 -3.0% 0.0000
Volume 29,040 25,896 -3,144 -10.8% 223,355
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0760 1.0736 1.0644
R3 1.0714 1.0690 1.0632
R2 1.0668 1.0668 1.0627
R1 1.0644 1.0644 1.0623 1.0633
PP 1.0622 1.0622 1.0622 1.0617
S1 1.0598 1.0598 1.0615 1.0587
S2 1.0576 1.0576 1.0611
S3 1.0530 1.0552 1.0606
S4 1.0484 1.0506 1.0594
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1462 1.1295 1.0744
R3 1.1197 1.1030 1.0671
R2 1.0932 1.0932 1.0647
R1 1.0765 1.0765 1.0622 1.0716
PP 1.0667 1.0667 1.0667 1.0643
S1 1.0500 1.0500 1.0574 1.0451
S2 1.0402 1.0402 1.0549
S3 1.0137 1.0235 1.0525
S4 0.9872 0.9970 1.0452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0778 1.0569 0.0209 2.0% 0.0074 0.7% 24% False False 36,021
10 1.0891 1.0569 0.0322 3.0% 0.0080 0.8% 16% False False 39,155
20 1.1046 1.0569 0.0477 4.5% 0.0078 0.7% 10% False False 33,488
40 1.1090 1.0569 0.0521 4.9% 0.0082 0.8% 10% False False 35,386
60 1.1090 1.0569 0.0521 4.9% 0.0081 0.8% 10% False False 30,125
80 1.1090 1.0555 0.0535 5.0% 0.0070 0.7% 12% False False 22,677
100 1.1090 1.0555 0.0535 5.0% 0.0059 0.6% 12% False False 18,145
120 1.1090 1.0555 0.0535 5.0% 0.0053 0.5% 12% False False 15,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0843
2.618 1.0767
1.618 1.0721
1.000 1.0693
0.618 1.0675
HIGH 1.0647
0.618 1.0629
0.500 1.0624
0.382 1.0619
LOW 1.0601
0.618 1.0573
1.000 1.0555
1.618 1.0527
2.618 1.0481
4.250 1.0406
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.0624 1.0632
PP 1.0622 1.0627
S1 1.0621 1.0623

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

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