CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.1030 1.1029 -0.0001 0.0% 1.0800
High 1.1033 1.1029 -0.0004 0.0% 1.1061
Low 1.1000 1.1029 0.0029 0.3% 1.0800
Close 1.1027 1.1029 0.0002 0.0% 1.1035
Range 0.0033 0.0000 -0.0033 -100.0% 0.0261
ATR 0.0051 0.0047 -0.0003 -6.9% 0.0000
Volume 5 31 26 520.0% 71
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1029 1.1029 1.1029
R3 1.1029 1.1029 1.1029
R2 1.1029 1.1029 1.1029
R1 1.1029 1.1029 1.1029 1.1029
PP 1.1029 1.1029 1.1029 1.1029
S1 1.1029 1.1029 1.1029 1.1029
S2 1.1029 1.1029 1.1029
S3 1.1029 1.1029 1.1029
S4 1.1029 1.1029 1.1029
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1748 1.1653 1.1179
R3 1.1487 1.1392 1.1107
R2 1.1226 1.1226 1.1083
R1 1.1131 1.1131 1.1059 1.1179
PP 1.0965 1.0965 1.0965 1.0989
S1 1.0870 1.0870 1.1011 1.0918
S2 1.0704 1.0704 1.0987
S3 1.0443 1.0609 1.0963
S4 1.0182 1.0348 1.0891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0930 0.0131 1.2% 0.0033 0.3% 76% False False 15
10 1.1061 1.0755 0.0306 2.8% 0.0031 0.3% 90% False False 13
20 1.1061 1.0697 0.0364 3.3% 0.0039 0.4% 91% False False 11
40 1.1061 1.0697 0.0364 3.3% 0.0028 0.3% 91% False False 8
60 1.1061 1.0581 0.0480 4.4% 0.0019 0.2% 93% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0014 0.1% 93% False False 4
100 1.1061 1.0581 0.0480 4.4% 0.0011 0.1% 93% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1029
2.618 1.1029
1.618 1.1029
1.000 1.1029
0.618 1.1029
HIGH 1.1029
0.618 1.1029
0.500 1.1029
0.382 1.1029
LOW 1.1029
0.618 1.1029
1.000 1.1029
1.618 1.1029
2.618 1.1029
4.250 1.1029
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.1029 1.1031
PP 1.1029 1.1030
S1 1.1029 1.1030

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

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