CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.0790 1.0800 0.0010 0.1% 1.0766
High 1.0851 1.0814 -0.0037 -0.3% 1.0851
Low 1.0790 1.0800 0.0010 0.1% 1.0755
Close 1.0813 1.0814 0.0001 0.0% 1.0813
Range 0.0061 0.0014 -0.0047 -77.0% 0.0096
ATR 0.0051 0.0048 -0.0003 -5.2% 0.0000
Volume 2 23 21 1,050.0% 39
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0851 1.0847 1.0822
R3 1.0837 1.0833 1.0818
R2 1.0823 1.0823 1.0817
R1 1.0819 1.0819 1.0815 1.0821
PP 1.0809 1.0809 1.0809 1.0811
S1 1.0805 1.0805 1.0813 1.0807
S2 1.0795 1.0795 1.0811
S3 1.0781 1.0791 1.0810
S4 1.0767 1.0777 1.0806
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 1.0755 0.0096 0.9% 0.0037 0.3% 61% False False 12
10 1.0999 1.0697 0.0302 2.8% 0.0044 0.4% 39% False False 12
20 1.0999 1.0697 0.0302 2.8% 0.0033 0.3% 39% False False 8
40 1.1016 1.0697 0.0319 2.9% 0.0024 0.2% 37% False False 6
60 1.1016 1.0581 0.0435 4.0% 0.0016 0.2% 54% False False 4
80 1.1016 1.0581 0.0435 4.0% 0.0012 0.1% 54% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0874
2.618 1.0851
1.618 1.0837
1.000 1.0828
0.618 1.0823
HIGH 1.0814
0.618 1.0809
0.500 1.0807
0.382 1.0805
LOW 1.0800
0.618 1.0791
1.000 1.0786
1.618 1.0777
2.618 1.0763
4.250 1.0741
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.0812 1.0811
PP 1.0809 1.0807
S1 1.0807 1.0804

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

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