CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.0691 1.0841 0.0150 1.4% 1.0678
High 1.0691 1.0841 0.0150 1.4% 1.0841
Low 1.0691 1.0822 0.0131 1.2% 1.0671
Close 1.0691 1.0822 0.0131 1.2% 1.0822
Range 0.0000 0.0019 0.0019 0.0170
ATR 0.0029 0.0038 0.0009 29.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0885 1.0873 1.0832
R3 1.0866 1.0854 1.0827
R2 1.0847 1.0847 1.0825
R1 1.0835 1.0835 1.0824 1.0832
PP 1.0828 1.0828 1.0828 1.0827
S1 1.0816 1.0816 1.0820 1.0813
S2 1.0809 1.0809 1.0819
S3 1.0790 1.0797 1.0817
S4 1.0771 1.0778 1.0812
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1288 1.1225 1.0916
R3 1.1118 1.1055 1.0869
R2 1.0948 1.0948 1.0853
R1 1.0885 1.0885 1.0838 1.0917
PP 1.0778 1.0778 1.0778 1.0794
S1 1.0715 1.0715 1.0806 1.0747
S2 1.0608 1.0608 1.0791
S3 1.0438 1.0545 1.0775
S4 1.0268 1.0375 1.0729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0841 1.0608 0.0233 2.2% 0.0004 0.0% 92% True False 1
10 1.0841 1.0581 0.0260 2.4% 0.0002 0.0% 93% True False 1
20 1.0841 1.0581 0.0260 2.4% 0.0001 0.0% 93% True False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 78% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.0922
2.618 1.0891
1.618 1.0872
1.000 1.0860
0.618 1.0853
HIGH 1.0841
0.618 1.0834
0.500 1.0832
0.382 1.0829
LOW 1.0822
0.618 1.0810
1.000 1.0803
1.618 1.0791
2.618 1.0772
4.250 1.0741
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.0832 1.0800
PP 1.0828 1.0778
S1 1.0825 1.0756

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

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