CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.0976 1.0918 -0.0058 -0.5% 1.0969
High 1.0976 1.0918 -0.0058 -0.5% 1.1016
Low 1.0967 1.0918 -0.0049 -0.4% 1.0969
Close 1.0967 1.0918 -0.0049 -0.4% 1.0984
Range 0.0009 0.0000 -0.0009 -100.0% 0.0047
ATR 0.0033 0.0034 0.0001 3.4% 0.0000
Volume 1 3 2 200.0% 19
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0918 1.0918 1.0918
R3 1.0918 1.0918 1.0918
R2 1.0918 1.0918 1.0918
R1 1.0918 1.0918 1.0918 1.0918
PP 1.0918 1.0918 1.0918 1.0918
S1 1.0918 1.0918 1.0918 1.0918
S2 1.0918 1.0918 1.0918
S3 1.0918 1.0918 1.0918
S4 1.0918 1.0918 1.0918
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1131 1.1104 1.1010
R3 1.1084 1.1057 1.0997
R2 1.1037 1.1037 1.0993
R1 1.1010 1.1010 1.0988 1.1024
PP 1.0990 1.0990 1.0990 1.0996
S1 1.0963 1.0963 1.0980 1.0977
S2 1.0943 1.0943 1.0975
S3 1.0896 1.0916 1.0971
S4 1.0849 1.0869 1.0958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1016 1.0918 0.0098 0.9% 0.0008 0.1% 0% False True 3
10 1.1016 1.0918 0.0098 0.9% 0.0013 0.1% 0% False True 8
20 1.1016 1.0741 0.0275 2.5% 0.0015 0.1% 64% False False 5
40 1.1016 1.0581 0.0435 4.0% 0.0008 0.1% 77% False False 3
60 1.1016 1.0581 0.0435 4.0% 0.0005 0.0% 77% False False 2
80 1.1016 1.0581 0.0435 4.0% 0.0004 0.0% 77% False False 2
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0918
2.618 1.0918
1.618 1.0918
1.000 1.0918
0.618 1.0918
HIGH 1.0918
0.618 1.0918
0.500 1.0918
0.382 1.0918
LOW 1.0918
0.618 1.0918
1.000 1.0918
1.618 1.0918
2.618 1.0918
4.250 1.0918
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.0918 1.0951
PP 1.0918 1.0940
S1 1.0918 1.0929

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

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