CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1.0836 1.0891 0.0055 0.5% 1.0768
High 1.0836 1.0891 0.0055 0.5% 1.0768
Low 1.0836 1.0891 0.0055 0.5% 1.0684
Close 1.0836 1.0891 0.0055 0.5% 1.0766
Range
ATR 0.0039 0.0040 0.0001 2.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0891 1.0891 1.0891
R3 1.0891 1.0891 1.0891
R2 1.0891 1.0891 1.0891
R1 1.0891 1.0891 1.0891 1.0891
PP 1.0891 1.0891 1.0891 1.0891
S1 1.0891 1.0891 1.0891 1.0891
S2 1.0891 1.0891 1.0891
S3 1.0891 1.0891 1.0891
S4 1.0891 1.0891 1.0891
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 1.0891 1.0749 0.0142 1.3% 0.0000 0.0% 100% True False 1
10 1.0891 1.0684 0.0207 1.9% 0.0000 0.0% 100% True False 1
20 1.0891 1.0684 0.0207 1.9% 0.0000 0.0% 100% True 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 1.0891
2.618 1.0891
1.618 1.0891
1.000 1.0891
0.618 1.0891
HIGH 1.0891
0.618 1.0891
0.500 1.0891
0.382 1.0891
LOW 1.0891
0.618 1.0891
1.000 1.0891
1.618 1.0891
2.618 1.0891
4.250 1.0891
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1.0891 1.0868
PP 1.0891 1.0845
S1 1.0891 1.0823

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

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