CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.1013 1.0861 -0.0152 -1.4% 1.0841
High 1.1013 1.0861 -0.0152 -1.4% 1.0844
Low 1.0839 1.0861 0.0022 0.2% 1.0741
Close 1.0839 1.0861 0.0022 0.2% 1.0741
Range 0.0174 0.0000 -0.0174 -100.0% 0.0103
ATR 0.0043 0.0041 -0.0001 -3.5% 0.0000
Volume 1 4 3 300.0% 5
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0861 1.0861 1.0861
R3 1.0861 1.0861 1.0861
R2 1.0861 1.0861 1.0861
R1 1.0861 1.0861 1.0861 1.0861
PP 1.0861 1.0861 1.0861 1.0861
S1 1.0861 1.0861 1.0861 1.0861
S2 1.0861 1.0861 1.0861
S3 1.0861 1.0861 1.0861
S4 1.0861 1.0861 1.0861
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% 44% False False 1
10 1.1013 1.0741 0.0272 2.5% 0.0018 0.2% 44% False False 1
20 1.1013 1.0608 0.0405 3.7% 0.0010 0.1% 62% False False 1
40 1.1013 1.0581 0.0432 4.0% 0.0005 0.0% 65% False False 1
60 1.1013 1.0581 0.0432 4.0% 0.0003 0.0% 65% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.0861
2.618 1.0861
1.618 1.0861
1.000 1.0861
0.618 1.0861
HIGH 1.0861
0.618 1.0861
0.500 1.0861
0.382 1.0861
LOW 1.0861
0.618 1.0861
1.000 1.0861
1.618 1.0861
2.618 1.0861
4.250 1.0861
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.0861 1.0887
PP 1.0861 1.0878
S1 1.0861 1.0870

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

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