CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.1029 1.0999 -0.0030 -0.3% 1.0800
High 1.1029 1.1012 -0.0017 -0.2% 1.1061
Low 1.1029 1.0999 -0.0030 -0.3% 1.0800
Close 1.1029 1.1012 -0.0017 -0.2% 1.1035
Range 0.0000 0.0013 0.0013 0.0261
ATR 0.0047 0.0046 -0.0001 -2.6% 0.0000
Volume 31 31 0 0.0% 71
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1047 1.1042 1.1019
R3 1.1034 1.1029 1.1016
R2 1.1021 1.1021 1.1014
R1 1.1016 1.1016 1.1013 1.1019
PP 1.1008 1.1008 1.1008 1.1009
S1 1.1003 1.1003 1.1011 1.1006
S2 1.0995 1.0995 1.1010
S3 1.0982 1.0990 1.1008
S4 1.0969 1.0977 1.1005
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 1.0990 0.0071 0.6% 0.0022 0.2% 31% False False 21
10 1.1061 1.0757 0.0304 2.8% 0.0029 0.3% 84% False False 14
20 1.1061 1.0697 0.0364 3.3% 0.0039 0.4% 87% False False 12
40 1.1061 1.0697 0.0364 3.3% 0.0028 0.3% 87% False False 9
60 1.1061 1.0581 0.0480 4.4% 0.0019 0.2% 90% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0014 0.1% 90% False False 5
100 1.1061 1.0581 0.0480 4.4% 0.0012 0.1% 90% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.1046
1.618 1.1033
1.000 1.1025
0.618 1.1020
HIGH 1.1012
0.618 1.1007
0.500 1.1006
0.382 1.1004
LOW 1.0999
0.618 1.0991
1.000 1.0986
1.618 1.0978
2.618 1.0965
4.250 1.0944
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.1010 1.1016
PP 1.1008 1.1015
S1 1.1006 1.1013

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

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