CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1.0760 1.0769 0.0009 0.1% 1.0754
High 1.0760 1.0769 0.0009 0.1% 1.0891
Low 1.0760 1.0769 0.0009 0.1% 1.0754
Close 1.0760 1.0769 0.0009 0.1% 1.0816
Range
ATR 0.0040 0.0037 -0.0002 -5.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0769 1.0769 1.0769
R3 1.0769 1.0769 1.0769
R2 1.0769 1.0769 1.0769
R1 1.0769 1.0769 1.0769 1.0769
PP 1.0769 1.0769 1.0769 1.0769
S1 1.0769 1.0769 1.0769 1.0769
S2 1.0769 1.0769 1.0769
S3 1.0769 1.0769 1.0769
S4 1.0769 1.0769 1.0769
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1231 1.1161 1.0891
R3 1.1094 1.1024 1.0854
R2 1.0957 1.0957 1.0841
R1 1.0887 1.0887 1.0829 1.0922
PP 1.0820 1.0820 1.0820 1.0838
S1 1.0750 1.0750 1.0803 1.0785
S2 1.0683 1.0683 1.0791
S3 1.0546 1.0613 1.0778
S4 1.0409 1.0476 1.0741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0760 0.0093 0.9% 0.0000 0.0% 10% False False 1
10 1.0891 1.0749 0.0142 1.3% 0.0000 0.0% 14% False False 1
20 1.0891 1.0684 0.0207 1.9% 0.0000 0.0% 41% 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 1.0769
2.618 1.0769
1.618 1.0769
1.000 1.0769
0.618 1.0769
HIGH 1.0769
0.618 1.0769
0.500 1.0769
0.382 1.0769
LOW 1.0769
0.618 1.0769
1.000 1.0769
1.618 1.0769
2.618 1.0769
4.250 1.0769
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.0769 1.0792
PP 1.0769 1.0784
S1 1.0769 1.0777

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

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