CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 1.0931 1.0983 0.0052 0.5% 1.0753
High 1.0931 1.0983 0.0052 0.5% 1.1013
Low 1.0931 1.0983 0.0052 0.5% 1.0753
Close 1.0931 1.0983 0.0052 0.5% 1.0928
Range
ATR 0.0040 0.0041 0.0001 2.1% 0.0000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0983 1.0983 1.0983
R3 1.0983 1.0983 1.0983
R2 1.0983 1.0983 1.0983
R1 1.0983 1.0983 1.0983 1.0983
PP 1.0983 1.0983 1.0983 1.0983
S1 1.0983 1.0983 1.0983 1.0983
S2 1.0983 1.0983 1.0983
S3 1.0983 1.0983 1.0983
S4 1.0983 1.0983 1.0983
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1678 1.1563 1.1071
R3 1.1418 1.1303 1.1000
R2 1.1158 1.1158 1.0976
R1 1.1043 1.1043 1.0952 1.1101
PP 1.0898 1.0898 1.0898 1.0927
S1 1.0783 1.0783 1.0904 1.0841
S2 1.0638 1.0638 1.0880
S3 1.0378 1.0523 1.0857
S4 1.0118 1.0263 1.0785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0839 0.0174 1.6% 0.0035 0.3% 83% False False 3
10 1.1013 1.0741 0.0272 2.5% 0.0018 0.2% 89% False False 2
20 1.1013 1.0671 0.0342 3.1% 0.0010 0.1% 91% False False 1
40 1.1013 1.0581 0.0432 3.9% 0.0005 0.0% 93% False False 1
60 1.1013 1.0581 0.0432 3.9% 0.0003 0.0% 93% 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 1.0983
2.618 1.0983
1.618 1.0983
1.000 1.0983
0.618 1.0983
HIGH 1.0983
0.618 1.0983
0.500 1.0983
0.382 1.0983
LOW 1.0983
0.618 1.0983
1.000 1.0983
1.618 1.0983
2.618 1.0983
4.250 1.0983
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 1.0983 1.0974
PP 1.0983 1.0965
S1 1.0983 1.0956

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

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