CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 1.0757 1.0790 0.0033 0.3% 1.0766
High 1.0791 1.0851 0.0060 0.6% 1.0851
Low 1.0757 1.0790 0.0033 0.3% 1.0755
Close 1.0791 1.0813 0.0022 0.2% 1.0813
Range 0.0034 0.0061 0.0027 79.4% 0.0096
ATR 0.0050 0.0051 0.0001 1.5% 0.0000
Volume 4 2 -2 -50.0% 39
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1001 1.0968 1.0847
R3 1.0940 1.0907 1.0830
R2 1.0879 1.0879 1.0824
R1 1.0846 1.0846 1.0819 1.0863
PP 1.0818 1.0818 1.0818 1.0826
S1 1.0785 1.0785 1.0807 1.0802
S2 1.0757 1.0757 1.0802
S3 1.0696 1.0724 1.0796
S4 1.0635 1.0663 1.0779
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1094 1.1050 1.0866
R3 1.0998 1.0954 1.0839
R2 1.0902 1.0902 1.0831
R1 1.0858 1.0858 1.0822 1.0880
PP 1.0806 1.0806 1.0806 1.0818
S1 1.0762 1.0762 1.0804 1.0784
S2 1.0710 1.0710 1.0795
S3 1.0614 1.0666 1.0787
S4 1.0518 1.0570 1.0760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0714 0.0137 1.3% 0.0039 0.4% 72% True False 8
10 1.0999 1.0697 0.0302 2.8% 0.0046 0.4% 38% False False 10
20 1.1016 1.0697 0.0319 3.0% 0.0034 0.3% 36% False False 7
40 1.1016 1.0697 0.0319 3.0% 0.0024 0.2% 36% False False 6
60 1.1016 1.0581 0.0435 4.0% 0.0016 0.1% 53% False False 4
80 1.1016 1.0581 0.0435 4.0% 0.0012 0.1% 53% False False 3
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 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1110
2.618 1.1011
1.618 1.0950
1.000 1.0912
0.618 1.0889
HIGH 1.0851
0.618 1.0828
0.500 1.0821
0.382 1.0813
LOW 1.0790
0.618 1.0752
1.000 1.0729
1.618 1.0691
2.618 1.0630
4.250 1.0531
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 1.0821 1.0810
PP 1.0818 1.0806
S1 1.0816 1.0803

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

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