CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.0749 1.0766 0.0017 0.2% 1.0768
High 1.0749 1.0766 0.0017 0.2% 1.0768
Low 1.0749 1.0766 0.0017 0.2% 1.0684
Close 1.0749 1.0766 0.0017 0.2% 1.0766
Range
ATR 0.0039 0.0038 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0766 1.0766 1.0766
R3 1.0766 1.0766 1.0766
R2 1.0766 1.0766 1.0766
R1 1.0766 1.0766 1.0766 1.0766
PP 1.0766 1.0766 1.0766 1.0766
S1 1.0766 1.0766 1.0766 1.0766
S2 1.0766 1.0766 1.0766
S3 1.0766 1.0766 1.0766
S4 1.0766 1.0766 1.0766
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0991 1.0963 1.0812
R3 1.0907 1.0879 1.0789
R2 1.0823 1.0823 1.0781
R1 1.0795 1.0795 1.0774 1.0767
PP 1.0739 1.0739 1.0739 1.0726
S1 1.0711 1.0711 1.0758 1.0683
S2 1.0655 1.0655 1.0751
S3 1.0571 1.0627 1.0743
S4 1.0487 1.0543 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0684 0.0084 0.8% 0.0000 0.0% 98% False False 1
10 1.0809 1.0684 0.0125 1.2% 0.0000 0.0% 66% False False 1
20 1.0833 1.0684 0.0149 1.4% 0.0000 0.0% 55% 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 1.0766
2.618 1.0766
1.618 1.0766
1.000 1.0766
0.618 1.0766
HIGH 1.0766
0.618 1.0766
0.500 1.0766
0.382 1.0766
LOW 1.0766
0.618 1.0766
1.000 1.0766
1.618 1.0766
2.618 1.0766
4.250 1.0766
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.0766 1.0756
PP 1.0766 1.0745
S1 1.0766 1.0735

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

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