CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.0707 1.0729 0.0022 0.2% 1.0738
High 1.0707 1.0729 0.0022 0.2% 1.0738
Low 1.0707 1.0729 0.0022 0.2% 1.0686
Close 1.0707 1.0729 0.0022 0.2% 1.0686
Range
ATR 0.0035 0.0034 -0.0001 -2.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0729 1.0729 1.0729
R3 1.0729 1.0729 1.0729
R2 1.0729 1.0729 1.0729
R1 1.0729 1.0729 1.0729 1.0729
PP 1.0729 1.0729 1.0729 1.0729
S1 1.0729 1.0729 1.0729 1.0729
S2 1.0729 1.0729 1.0729
S3 1.0729 1.0729 1.0729
S4 1.0729 1.0729 1.0729
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0859 1.0825 1.0715
R3 1.0807 1.0773 1.0700
R2 1.0755 1.0755 1.0696
R1 1.0721 1.0721 1.0691 1.0712
PP 1.0703 1.0703 1.0703 1.0699
S1 1.0669 1.0669 1.0681 1.0660
S2 1.0651 1.0651 1.0676
S3 1.0599 1.0617 1.0672
S4 1.0547 1.0565 1.0657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0729 1.0686 0.0043 0.4% 0.0000 0.0% 100% True False 1
10 1.0833 1.0686 0.0147 1.4% 0.0000 0.0% 29% 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 1.0729
2.618 1.0729
1.618 1.0729
1.000 1.0729
0.618 1.0729
HIGH 1.0729
0.618 1.0729
0.500 1.0729
0.382 1.0729
LOW 1.0729
0.618 1.0729
1.000 1.0729
1.618 1.0729
2.618 1.0729
4.250 1.0729
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.0729 1.0722
PP 1.0729 1.0715
S1 1.0729 1.0708

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

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