CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.0654 1.0608 -0.0046 -0.4% 1.0590
High 1.0654 1.0608 -0.0046 -0.4% 1.0654
Low 1.0654 1.0608 -0.0046 -0.4% 1.0590
Close 1.0654 1.0608 -0.0046 -0.4% 1.0608
Range
ATR 0.0028 0.0029 0.0001 4.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0608 1.0608 1.0608
R3 1.0608 1.0608 1.0608
R2 1.0608 1.0608 1.0608
R1 1.0608 1.0608 1.0608 1.0608
PP 1.0608 1.0608 1.0608 1.0608
S1 1.0608 1.0608 1.0608 1.0608
S2 1.0608 1.0608 1.0608
S3 1.0608 1.0608 1.0608
S4 1.0608 1.0608 1.0608
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0809 1.0773 1.0643
R3 1.0745 1.0709 1.0626
R2 1.0681 1.0681 1.0620
R1 1.0645 1.0645 1.0614 1.0663
PP 1.0617 1.0617 1.0617 1.0627
S1 1.0581 1.0581 1.0602 1.0599
S2 1.0553 1.0553 1.0596
S3 1.0489 1.0517 1.0590
S4 1.0425 1.0453 1.0573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0654 1.0590 0.0064 0.6% 0.0000 0.0% 28% False False 1
10 1.0654 1.0581 0.0073 0.7% 0.0000 0.0% 37% False False 1
20 1.0824 1.0581 0.0243 2.3% 0.0000 0.0% 11% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 9% 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 1.0608
2.618 1.0608
1.618 1.0608
1.000 1.0608
0.618 1.0608
HIGH 1.0608
0.618 1.0608
0.500 1.0608
0.382 1.0608
LOW 1.0608
0.618 1.0608
1.000 1.0608
1.618 1.0608
2.618 1.0608
4.250 1.0608
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.0608 1.0631
PP 1.0608 1.0623
S1 1.0608 1.0616

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

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