CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1.0549 1.0621 0.0072 0.7% 1.0626
High 1.0638 1.0628 -0.0010 -0.1% 1.0657
Low 1.0549 1.0479 -0.0070 -0.7% 1.0479
Close 1.0620 1.0520 -0.0100 -0.9% 1.0520
Range 0.0089 0.0149 0.0060 67.4% 0.0178
ATR 0.0062 0.0068 0.0006 10.1% 0.0000
Volume 4,270 5,280 1,010 23.7% 11,028
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0989 1.0904 1.0602
R3 1.0840 1.0755 1.0561
R2 1.0691 1.0691 1.0547
R1 1.0606 1.0606 1.0534 1.0574
PP 1.0542 1.0542 1.0542 1.0527
S1 1.0457 1.0457 1.0506 1.0425
S2 1.0393 1.0393 1.0493
S3 1.0244 1.0308 1.0479
S4 1.0095 1.0159 1.0438
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1086 1.0981 1.0618
R3 1.0908 1.0803 1.0569
R2 1.0730 1.0730 1.0553
R1 1.0625 1.0625 1.0536 1.0589
PP 1.0552 1.0552 1.0552 1.0534
S1 1.0447 1.0447 1.0504 1.0411
S2 1.0374 1.0374 1.0487
S3 1.0196 1.0269 1.0471
S4 1.0018 1.0091 1.0422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0657 1.0479 0.0178 1.7% 0.0081 0.8% 23% False True 2,205
10 1.0832 1.0479 0.0353 3.4% 0.0081 0.8% 12% False True 1,252
20 1.0931 1.0479 0.0452 4.3% 0.0064 0.6% 9% False True 642
40 1.1061 1.0479 0.0582 5.5% 0.0052 0.5% 7% False True 327
60 1.1061 1.0479 0.0582 5.5% 0.0040 0.4% 7% False True 220
80 1.1061 1.0479 0.0582 5.5% 0.0030 0.3% 7% False True 165
100 1.1061 1.0479 0.0582 5.5% 0.0024 0.2% 7% False True 132
120 1.1061 1.0479 0.0582 5.5% 0.0020 0.2% 7% False True 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.1261
2.618 1.1018
1.618 1.0869
1.000 1.0777
0.618 1.0720
HIGH 1.0628
0.618 1.0571
0.500 1.0554
0.382 1.0536
LOW 1.0479
0.618 1.0387
1.000 1.0330
1.618 1.0238
2.618 1.0089
4.250 0.9846
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1.0554 1.0562
PP 1.0542 1.0548
S1 1.0531 1.0534

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

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