CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.0820 1.0841 0.0021 0.2% 1.0807
High 1.0820 1.0841 0.0021 0.2% 1.0820
Low 1.0820 1.0841 0.0021 0.2% 1.0783
Close 1.0820 1.0841 0.0021 0.2% 1.0820
Range
ATR 0.0031 0.0030 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0841 1.0841 1.0841
R3 1.0841 1.0841 1.0841
R2 1.0841 1.0841 1.0841
R1 1.0841 1.0841 1.0841 1.0841
PP 1.0841 1.0841 1.0841 1.0841
S1 1.0841 1.0841 1.0841 1.0841
S2 1.0841 1.0841 1.0841
S3 1.0841 1.0841 1.0841
S4 1.0841 1.0841 1.0841
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 1.0841 1.0783 0.0058 0.5% 0.0000 0.0% 100% True False 1
10 1.0841 1.0671 0.0170 1.6% 0.0002 0.0% 100% True False 1
20 1.0841 1.0581 0.0260 2.4% 0.0001 0.0% 100% True False 1
40 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 84% False False 1
60 1.0891 1.0581 0.0310 2.9% 0.0001 0.0% 84% 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 1.0841
2.618 1.0841
1.618 1.0841
1.000 1.0841
0.618 1.0841
HIGH 1.0841
0.618 1.0841
0.500 1.0841
0.382 1.0841
LOW 1.0841
0.618 1.0841
1.000 1.0841
1.618 1.0841
2.618 1.0841
4.250 1.0841
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.0841 1.0836
PP 1.0841 1.0832
S1 1.0841 1.0827

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

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