CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.0640 1.0644 0.0004 0.0% 1.0723
High 1.0640 1.0644 0.0004 0.0% 1.0781
Low 1.0640 1.0644 0.0004 0.0% 1.0668
Close 1.0640 1.0644 0.0004 0.0% 1.0668
Range
ATR 0.0035 0.0033 -0.0002 -6.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0644 1.0644 1.0644
R3 1.0644 1.0644 1.0644
R2 1.0644 1.0644 1.0644
R1 1.0644 1.0644 1.0644 1.0644
PP 1.0644 1.0644 1.0644 1.0644
S1 1.0644 1.0644 1.0644 1.0644
S2 1.0644 1.0644 1.0644
S3 1.0644 1.0644 1.0644
S4 1.0644 1.0644 1.0644
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1045 1.0969 1.0730
R3 1.0932 1.0856 1.0699
R2 1.0819 1.0819 1.0689
R1 1.0743 1.0743 1.0678 1.0725
PP 1.0706 1.0706 1.0706 1.0696
S1 1.0630 1.0630 1.0658 1.0612
S2 1.0593 1.0593 1.0647
S3 1.0480 1.0517 1.0637
S4 1.0367 1.0404 1.0606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0781 1.0640 0.0141 1.3% 0.0000 0.0% 3% False False 1
10 1.0781 1.0640 0.0141 1.3% 0.0000 0.0% 3% False False 1
20 1.0891 1.0640 0.0251 2.4% 0.0000 0.0% 2% False False 1
40 1.0891 1.0640 0.0251 2.4% 0.0000 0.0% 2% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0644
2.618 1.0644
1.618 1.0644
1.000 1.0644
0.618 1.0644
HIGH 1.0644
0.618 1.0644
0.500 1.0644
0.382 1.0644
LOW 1.0644
0.618 1.0644
1.000 1.0644
1.618 1.0644
2.618 1.0644
4.250 1.0644
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.0644 1.0654
PP 1.0644 1.0651
S1 1.0644 1.0647

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

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