CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1.0704 1.0749 0.0045 0.4% 1.0707
High 1.0704 1.0749 0.0045 0.4% 1.0809
Low 1.0704 1.0749 0.0045 0.4% 1.0698
Close 1.0704 1.0749 0.0045 0.4% 1.0809
Range
ATR 0.0039 0.0039 0.0000 1.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0749 1.0749 1.0749
R3 1.0749 1.0749 1.0749
R2 1.0749 1.0749 1.0749
R1 1.0749 1.0749 1.0749 1.0749
PP 1.0749 1.0749 1.0749 1.0749
S1 1.0749 1.0749 1.0749 1.0749
S2 1.0749 1.0749 1.0749
S3 1.0749 1.0749 1.0749
S4 1.0749 1.0749 1.0749
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1105 1.1068 1.0870
R3 1.0994 1.0957 1.0840
R2 1.0883 1.0883 1.0829
R1 1.0846 1.0846 1.0819 1.0865
PP 1.0772 1.0772 1.0772 1.0781
S1 1.0735 1.0735 1.0799 1.0754
S2 1.0661 1.0661 1.0789
S3 1.0550 1.0624 1.0778
S4 1.0439 1.0513 1.0748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0809 1.0684 0.0125 1.2% 0.0000 0.0% 52% False False 1
10 1.0809 1.0684 0.0125 1.2% 0.0000 0.0% 52% False False 1
20 1.0836 1.0684 0.0152 1.4% 0.0000 0.0% 43% 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 1.0749
2.618 1.0749
1.618 1.0749
1.000 1.0749
0.618 1.0749
HIGH 1.0749
0.618 1.0749
0.500 1.0749
0.382 1.0749
LOW 1.0749
0.618 1.0749
1.000 1.0749
1.618 1.0749
2.618 1.0749
4.250 1.0749
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1.0749 1.0738
PP 1.0749 1.0727
S1 1.0749 1.0717

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

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