CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0813 1.0820 0.0007 0.1% 1.0807
High 1.0813 1.0820 0.0007 0.1% 1.0820
Low 1.0813 1.0820 0.0007 0.1% 1.0783
Close 1.0813 1.0820 0.0007 0.1% 1.0820
Range
ATR 0.0033 0.0031 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0820 1.0820 1.0820
R3 1.0820 1.0820 1.0820
R2 1.0820 1.0820 1.0820
R1 1.0820 1.0820 1.0820 1.0820
PP 1.0820 1.0820 1.0820 1.0820
S1 1.0820 1.0820 1.0820 1.0820
S2 1.0820 1.0820 1.0820
S3 1.0820 1.0820 1.0820
S4 1.0820 1.0820 1.0820
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0919 1.0906 1.0840
R3 1.0882 1.0869 1.0830
R2 1.0845 1.0845 1.0827
R1 1.0832 1.0832 1.0823 1.0839
PP 1.0808 1.0808 1.0808 1.0811
S1 1.0795 1.0795 1.0817 1.0802
S2 1.0771 1.0771 1.0813
S3 1.0734 1.0758 1.0810
S4 1.0697 1.0721 1.0800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0820 1.0783 0.0037 0.3% 0.0000 0.0% 100% True False 1
10 1.0841 1.0608 0.0233 2.2% 0.0002 0.0% 91% False False 1
20 1.0841 1.0581 0.0260 2.4% 0.0001 0.0% 92% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 77% False False 1
60 1.0891 1.0581 0.0310 2.9% 0.0001 0.0% 77% 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 1.0820
2.618 1.0820
1.618 1.0820
1.000 1.0820
0.618 1.0820
HIGH 1.0820
0.618 1.0820
0.500 1.0820
0.382 1.0820
LOW 1.0820
0.618 1.0820
1.000 1.0820
1.618 1.0820
2.618 1.0820
4.250 1.0820
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0820 1.0814
PP 1.0820 1.0808
S1 1.0820 1.0802

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

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