CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.0913 1.0925 0.0012 0.1% 1.1030
High 1.0924 1.0925 0.0001 0.0% 1.1033
Low 1.0912 1.0891 -0.0021 -0.2% 1.0911
Close 1.0919 1.0901 -0.0018 -0.2% 1.0919
Range 0.0012 0.0034 0.0022 183.3% 0.0122
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 5 4 -1 -20.0% 73
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1008 1.0988 1.0920
R3 1.0974 1.0954 1.0910
R2 1.0940 1.0940 1.0907
R1 1.0920 1.0920 1.0904 1.0913
PP 1.0906 1.0906 1.0906 1.0902
S1 1.0886 1.0886 1.0898 1.0879
S2 1.0872 1.0872 1.0895
S3 1.0838 1.0852 1.0892
S4 1.0804 1.0818 1.0882
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1320 1.1242 1.0986
R3 1.1198 1.1120 1.0953
R2 1.1076 1.1076 1.0941
R1 1.0998 1.0998 1.0930 1.0976
PP 1.0954 1.0954 1.0954 1.0944
S1 1.0876 1.0876 1.0908 1.0854
S2 1.0832 1.0832 1.0897
S3 1.0710 1.0754 1.0885
S4 1.0588 1.0632 1.0852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1029 1.0891 0.0138 1.3% 0.0012 0.1% 7% False True 14
10 1.1061 1.0863 0.0198 1.8% 0.0023 0.2% 19% False False 12
20 1.1061 1.0697 0.0364 3.3% 0.0033 0.3% 56% False False 12
40 1.1061 1.0697 0.0364 3.3% 0.0025 0.2% 56% False False 9
60 1.1061 1.0608 0.0453 4.2% 0.0020 0.2% 65% False False 6
80 1.1061 1.0581 0.0480 4.4% 0.0015 0.1% 67% False False 5
100 1.1061 1.0581 0.0480 4.4% 0.0012 0.1% 67% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1070
2.618 1.1014
1.618 1.0980
1.000 1.0959
0.618 1.0946
HIGH 1.0925
0.618 1.0912
0.500 1.0908
0.382 1.0904
LOW 1.0891
0.618 1.0870
1.000 1.0857
1.618 1.0836
2.618 1.0802
4.250 1.0747
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 1.0908 1.0908
PP 1.0906 1.0906
S1 1.0903 1.0903

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

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