CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0841 1.0807 -0.0034 -0.3% 1.0678
High 1.0841 1.0807 -0.0034 -0.3% 1.0841
Low 1.0822 1.0807 -0.0015 -0.1% 1.0671
Close 1.0822 1.0807 -0.0015 -0.1% 1.0822
Range 0.0019 0.0000 -0.0019 -100.0% 0.0170
ATR 0.0038 0.0036 -0.0002 -4.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0807 1.0807 1.0807
R3 1.0807 1.0807 1.0807
R2 1.0807 1.0807 1.0807
R1 1.0807 1.0807 1.0807 1.0807
PP 1.0807 1.0807 1.0807 1.0807
S1 1.0807 1.0807 1.0807 1.0807
S2 1.0807 1.0807 1.0807
S3 1.0807 1.0807 1.0807
S4 1.0807 1.0807 1.0807
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 1.0671 0.0170 1.6% 0.0004 0.0% 80% False False 1
10 1.0841 1.0590 0.0251 2.3% 0.0002 0.0% 86% False False 1
20 1.0841 1.0581 0.0260 2.4% 0.0001 0.0% 87% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 73% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0807
2.618 1.0807
1.618 1.0807
1.000 1.0807
0.618 1.0807
HIGH 1.0807
0.618 1.0807
0.500 1.0807
0.382 1.0807
LOW 1.0807
0.618 1.0807
1.000 1.0807
1.618 1.0807
2.618 1.0807
4.250 1.0807
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0807 1.0793
PP 1.0807 1.0780
S1 1.0807 1.0766

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

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