CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.0833 1.0772 -0.0061 -0.6% 1.0637
High 1.0833 1.0772 -0.0061 -0.6% 1.0836
Low 1.0833 1.0772 -0.0061 -0.6% 1.0622
Close 1.0833 1.0772 -0.0061 -0.6% 1.0836
Range
ATR
Volume 1 1 0 0.0% 6
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0772 1.0772 1.0772
R3 1.0772 1.0772 1.0772
R2 1.0772 1.0772 1.0772
R1 1.0772 1.0772 1.0772 1.0772
PP 1.0772 1.0772 1.0772 1.0772
S1 1.0772 1.0772 1.0772 1.0772
S2 1.0772 1.0772 1.0772
S3 1.0772 1.0772 1.0772
S4 1.0772 1.0772 1.0772
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1407 1.1335 1.0954
R3 1.1193 1.1121 1.0895
R2 1.0979 1.0979 1.0875
R1 1.0907 1.0907 1.0856 1.0943
PP 1.0765 1.0765 1.0765 1.0783
S1 1.0693 1.0693 1.0816 1.0729
S2 1.0551 1.0551 1.0797
S3 1.0337 1.0479 1.0777
S4 1.0123 1.0265 1.0718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0836 1.0772 0.0064 0.6% 0.0000 0.0% 0% False True 1
10 1.0836 1.0622 0.0214 2.0% 0.0002 0.0% 70% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0772
2.618 1.0772
1.618 1.0772
1.000 1.0772
0.618 1.0772
HIGH 1.0772
0.618 1.0772
0.500 1.0772
0.382 1.0772
LOW 1.0772
0.618 1.0772
1.000 1.0772
1.618 1.0772
2.618 1.0772
4.250 1.0772
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.0772 1.0803
PP 1.0772 1.0792
S1 1.0772 1.0782

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

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