CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0671 1.0691 0.0020 0.2% 1.0590
High 1.0671 1.0691 0.0020 0.2% 1.0654
Low 1.0671 1.0691 0.0020 0.2% 1.0590
Close 1.0671 1.0691 0.0020 0.2% 1.0608
Range
ATR 0.0030 0.0029 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0691 1.0691 1.0691
R3 1.0691 1.0691 1.0691
R2 1.0691 1.0691 1.0691
R1 1.0691 1.0691 1.0691 1.0691
PP 1.0691 1.0691 1.0691 1.0691
S1 1.0691 1.0691 1.0691 1.0691
S2 1.0691 1.0691 1.0691
S3 1.0691 1.0691 1.0691
S4 1.0691 1.0691 1.0691
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 1.0691 1.0608 0.0083 0.8% 0.0000 0.0% 100% True False 1
10 1.0691 1.0581 0.0110 1.0% 0.0000 0.0% 100% True False 1
20 1.0781 1.0581 0.0200 1.9% 0.0000 0.0% 55% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 35% 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 1.0691
2.618 1.0691
1.618 1.0691
1.000 1.0691
0.618 1.0691
HIGH 1.0691
0.618 1.0691
0.500 1.0691
0.382 1.0691
LOW 1.0691
0.618 1.0691
1.000 1.0691
1.618 1.0691
2.618 1.0691
4.250 1.0691
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0691 1.0688
PP 1.0691 1.0684
S1 1.0691 1.0681

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

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