CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.0822 1.0878 0.0056 0.5% 1.0976
High 1.0839 1.0878 0.0039 0.4% 1.0976
Low 1.0796 1.0878 0.0082 0.8% 1.0796
Close 1.0839 1.0878 0.0039 0.4% 1.0839
Range 0.0043 0.0000 -0.0043 -100.0% 0.0180
ATR 0.0039 0.0039 0.0000 0.1% 0.0000
Volume 3 7 4 133.3% 10
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0878 1.0878 1.0878
R3 1.0878 1.0878 1.0878
R2 1.0878 1.0878 1.0878
R1 1.0878 1.0878 1.0878 1.0878
PP 1.0878 1.0878 1.0878 1.0878
S1 1.0878 1.0878 1.0878 1.0878
S2 1.0878 1.0878 1.0878
S3 1.0878 1.0878 1.0878
S4 1.0878 1.0878 1.0878
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1410 1.1305 1.0938
R3 1.1230 1.1125 1.0889
R2 1.1050 1.1050 1.0872
R1 1.0945 1.0945 1.0856 1.0908
PP 1.0870 1.0870 1.0870 1.0852
S1 1.0765 1.0765 1.0823 1.0728
S2 1.0690 1.0690 1.0806
S3 1.0510 1.0585 1.0790
S4 1.0330 1.0405 1.0740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0976 1.0796 0.0180 1.7% 0.0010 0.1% 46% False False 3
10 1.1016 1.0796 0.0220 2.0% 0.0012 0.1% 37% False False 4
20 1.1016 1.0741 0.0275 2.5% 0.0017 0.2% 50% False False 5
40 1.1016 1.0581 0.0435 4.0% 0.0009 0.1% 68% False False 3
60 1.1016 1.0581 0.0435 4.0% 0.0006 0.1% 68% False False 2
80 1.1016 1.0581 0.0435 4.0% 0.0005 0.0% 68% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0878
2.618 1.0878
1.618 1.0878
1.000 1.0878
0.618 1.0878
HIGH 1.0878
0.618 1.0878
0.500 1.0878
0.382 1.0878
LOW 1.0878
0.618 1.0878
1.000 1.0878
1.618 1.0878
2.618 1.0878
4.250 1.0878
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.0878 1.0864
PP 1.0878 1.0851
S1 1.0878 1.0837

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

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