CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 1.0800 1.0863 0.0063 0.6% 1.0766
High 1.0814 1.0863 0.0049 0.5% 1.0851
Low 1.0800 1.0863 0.0063 0.6% 1.0755
Close 1.0814 1.0863 0.0049 0.5% 1.0813
Range 0.0014 0.0000 -0.0014 -100.0% 0.0096
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 23 8 -15 -65.2% 39
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0863 1.0863 1.0863
R3 1.0863 1.0863 1.0863
R2 1.0863 1.0863 1.0863
R1 1.0863 1.0863 1.0863 1.0863
PP 1.0863 1.0863 1.0863 1.0863
S1 1.0863 1.0863 1.0863 1.0863
S2 1.0863 1.0863 1.0863
S3 1.0863 1.0863 1.0863
S4 1.0863 1.0863 1.0863
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 1.0863 1.0755 0.0108 1.0% 0.0029 0.3% 100% True False 11
10 1.0863 1.0697 0.0166 1.5% 0.0031 0.3% 100% True False 12
20 1.0999 1.0697 0.0302 2.8% 0.0033 0.3% 55% False False 8
40 1.1016 1.0697 0.0319 2.9% 0.0024 0.2% 52% False False 6
60 1.1016 1.0581 0.0435 4.0% 0.0016 0.2% 65% False False 4
80 1.1016 1.0581 0.0435 4.0% 0.0012 0.1% 65% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0863
2.618 1.0863
1.618 1.0863
1.000 1.0863
0.618 1.0863
HIGH 1.0863
0.618 1.0863
0.500 1.0863
0.382 1.0863
LOW 1.0863
0.618 1.0863
1.000 1.0863
1.618 1.0863
2.618 1.0863
4.250 1.0863
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 1.0863 1.0851
PP 1.0863 1.0839
S1 1.0863 1.0827

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

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