CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 1.0760 1.0741 -0.0019 -0.2% 1.0841
High 1.0760 1.0741 -0.0019 -0.2% 1.0844
Low 1.0760 1.0741 -0.0019 -0.2% 1.0741
Close 1.0760 1.0741 -0.0019 -0.2% 1.0741
Range
ATR 0.0030 0.0029 -0.0001 -2.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0741 1.0741 1.0741
R3 1.0741 1.0741 1.0741
R2 1.0741 1.0741 1.0741
R1 1.0741 1.0741 1.0741 1.0741
PP 1.0741 1.0741 1.0741 1.0741
S1 1.0741 1.0741 1.0741 1.0741
S2 1.0741 1.0741 1.0741
S3 1.0741 1.0741 1.0741
S4 1.0741 1.0741 1.0741
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1084 1.1016 1.0798
R3 1.0981 1.0913 1.0769
R2 1.0878 1.0878 1.0760
R1 1.0810 1.0810 1.0750 1.0793
PP 1.0775 1.0775 1.0775 1.0767
S1 1.0707 1.0707 1.0732 1.0690
S2 1.0672 1.0672 1.0722
S3 1.0569 1.0604 1.0713
S4 1.0466 1.0501 1.0684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0844 1.0741 0.0103 1.0% 0.0001 0.0% 0% False True 1
10 1.0844 1.0741 0.0103 1.0% 0.0001 0.0% 0% False True 1
20 1.0844 1.0581 0.0263 2.4% 0.0001 0.0% 61% False False 1
40 1.0891 1.0581 0.0310 2.9% 0.0001 0.0% 52% False False 1
60 1.0891 1.0581 0.0310 2.9% 0.0000 0.0% 52% 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 1.0741
2.618 1.0741
1.618 1.0741
1.000 1.0741
0.618 1.0741
HIGH 1.0741
0.618 1.0741
0.500 1.0741
0.382 1.0741
LOW 1.0741
0.618 1.0741
1.000 1.0741
1.618 1.0741
2.618 1.0741
4.250 1.0741
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 1.0741 1.0793
PP 1.0741 1.0775
S1 1.0741 1.0758

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

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