CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 1.0999 1.0911 -0.0088 -0.8% 1.0800
High 1.1012 1.0911 -0.0101 -0.9% 1.1061
Low 1.0999 1.0911 -0.0088 -0.8% 1.0800
Close 1.1012 1.0911 -0.0101 -0.9% 1.1035
Range 0.0013 0.0000 -0.0013 -100.0% 0.0261
ATR 0.0046 0.0050 0.0004 8.5% 0.0000
Volume 31 1 -30 -96.8% 71
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0911 1.0911 1.0911
R3 1.0911 1.0911 1.0911
R2 1.0911 1.0911 1.0911
R1 1.0911 1.0911 1.0911 1.0911
PP 1.0911 1.0911 1.0911 1.0911
S1 1.0911 1.0911 1.0911 1.0911
S2 1.0911 1.0911 1.0911
S3 1.0911 1.0911 1.0911
S4 1.0911 1.0911 1.0911
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 1.0911 0.0150 1.4% 0.0018 0.2% 0% False True 16
10 1.1061 1.0790 0.0271 2.5% 0.0025 0.2% 45% False False 14
20 1.1061 1.0697 0.0364 3.3% 0.0039 0.4% 59% False False 12
40 1.1061 1.0697 0.0364 3.3% 0.0028 0.3% 59% False False 9
60 1.1061 1.0590 0.0471 4.3% 0.0019 0.2% 68% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0014 0.1% 69% False False 5
100 1.1061 1.0581 0.0480 4.4% 0.0012 0.1% 69% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0911
2.618 1.0911
1.618 1.0911
1.000 1.0911
0.618 1.0911
HIGH 1.0911
0.618 1.0911
0.500 1.0911
0.382 1.0911
LOW 1.0911
0.618 1.0911
1.000 1.0911
1.618 1.0911
2.618 1.0911
4.250 1.0911
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 1.0911 1.0970
PP 1.0911 1.0950
S1 1.0911 1.0931

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

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