CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.0690 1.0722 0.0032 0.3% 1.0825
High 1.0690 1.0722 0.0032 0.3% 1.0833
Low 1.0690 1.0722 0.0032 0.3% 1.0772
Close 1.0690 1.0722 0.0032 0.3% 1.0777
Range
ATR 0.0036 0.0036 0.0000 -0.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0722 1.0722 1.0722
R3 1.0722 1.0722 1.0722
R2 1.0722 1.0722 1.0722
R1 1.0722 1.0722 1.0722 1.0722
PP 1.0722 1.0722 1.0722 1.0722
S1 1.0722 1.0722 1.0722 1.0722
S2 1.0722 1.0722 1.0722
S3 1.0722 1.0722 1.0722
S4 1.0722 1.0722 1.0722
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0977 1.0938 1.0811
R3 1.0916 1.0877 1.0794
R2 1.0855 1.0855 1.0788
R1 1.0816 1.0816 1.0783 1.0805
PP 1.0794 1.0794 1.0794 1.0789
S1 1.0755 1.0755 1.0771 1.0744
S2 1.0733 1.0733 1.0766
S3 1.0672 1.0694 1.0760
S4 1.0611 1.0633 1.0743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0777 1.0690 0.0087 0.8% 0.0000 0.0% 37% False False 1
10 1.0836 1.0690 0.0146 1.4% 0.0000 0.0% 22% 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 1.0722
2.618 1.0722
1.618 1.0722
1.000 1.0722
0.618 1.0722
HIGH 1.0722
0.618 1.0722
0.500 1.0722
0.382 1.0722
LOW 1.0722
0.618 1.0722
1.000 1.0722
1.618 1.0722
2.618 1.0722
4.250 1.0722
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.0722 1.0718
PP 1.0722 1.0715
S1 1.0722 1.0711

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

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