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

Download as Excel Spreadsheet

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

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