CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.0761 1.1013 0.0252 2.3% 1.0841
High 1.0761 1.1013 0.0252 2.3% 1.0844
Low 1.0761 1.0839 0.0078 0.7% 1.0741
Close 1.0761 1.0839 0.0078 0.7% 1.0741
Range 0.0000 0.0174 0.0174 0.0103
ATR 0.0027 0.0043 0.0016 60.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1419 1.1303 1.0935
R3 1.1245 1.1129 1.0887
R2 1.1071 1.1071 1.0871
R1 1.0955 1.0955 1.0855 1.0926
PP 1.0897 1.0897 1.0897 1.0883
S1 1.0781 1.0781 1.0823 1.0752
S2 1.0723 1.0723 1.0807
S3 1.0549 1.0607 1.0791
S4 1.0375 1.0433 1.0743
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 1.1013 1.0741 0.0272 2.5% 0.0035 0.3% 36% True False 1
10 1.1013 1.0741 0.0272 2.5% 0.0018 0.2% 36% True False 1
20 1.1013 1.0608 0.0405 3.7% 0.0010 0.1% 57% True False 1
40 1.1013 1.0581 0.0432 4.0% 0.0005 0.0% 60% True False 1
60 1.1013 1.0581 0.0432 4.0% 0.0003 0.0% 60% True 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 69 trading days
Fibonacci Retracements and Extensions
4.250 1.1753
2.618 1.1469
1.618 1.1295
1.000 1.1187
0.618 1.1121
HIGH 1.1013
0.618 1.0947
0.500 1.0926
0.382 1.0905
LOW 1.0839
0.618 1.0731
1.000 1.0665
1.618 1.0557
2.618 1.0383
4.250 1.0100
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.0926 1.0883
PP 1.0897 1.0868
S1 1.0868 1.0854

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

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