CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1.0511 1.0569 0.0058 0.6% 1.0517
High 1.0590 1.0673 0.0083 0.8% 1.0673
Low 1.0463 1.0563 0.0100 1.0% 1.0463
Close 1.0566 1.0646 0.0080 0.8% 1.0646
Range 0.0127 0.0110 -0.0017 -13.4% 0.0210
ATR 0.0076 0.0078 0.0002 3.2% 0.0000
Volume 22,409 54,046 31,637 141.2% 121,302
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0957 1.0912 1.0707
R3 1.0847 1.0802 1.0676
R2 1.0737 1.0737 1.0666
R1 1.0692 1.0692 1.0656 1.0715
PP 1.0627 1.0627 1.0627 1.0639
S1 1.0582 1.0582 1.0636 1.0605
S2 1.0517 1.0517 1.0626
S3 1.0407 1.0472 1.0616
S4 1.0297 1.0362 1.0586
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1224 1.1145 1.0762
R3 1.1014 1.0935 1.0704
R2 1.0804 1.0804 1.0685
R1 1.0725 1.0725 1.0665 1.0765
PP 1.0594 1.0594 1.0594 1.0614
S1 1.0515 1.0515 1.0627 1.0555
S2 1.0384 1.0384 1.0608
S3 1.0174 1.0305 1.0588
S4 0.9964 1.0095 1.0531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0673 1.0463 0.0210 2.0% 0.0100 0.9% 87% True False 24,260
10 1.0673 1.0463 0.0210 2.0% 0.0091 0.9% 87% True False 13,233
20 1.0903 1.0463 0.0440 4.1% 0.0079 0.7% 42% False False 6,705
40 1.1061 1.0463 0.0598 5.6% 0.0055 0.5% 31% False False 3,358
60 1.1061 1.0463 0.0598 5.6% 0.0046 0.4% 31% False False 2,241
80 1.1061 1.0463 0.0598 5.6% 0.0037 0.3% 31% False False 1,681
100 1.1061 1.0463 0.0598 5.6% 0.0029 0.3% 31% False False 1,345
120 1.1061 1.0463 0.0598 5.6% 0.0024 0.2% 31% False False 1,121
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.0961
1.618 1.0851
1.000 1.0783
0.618 1.0741
HIGH 1.0673
0.618 1.0631
0.500 1.0618
0.382 1.0605
LOW 1.0563
0.618 1.0495
1.000 1.0453
1.618 1.0385
2.618 1.0275
4.250 1.0096
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1.0637 1.0620
PP 1.0627 1.0594
S1 1.0618 1.0568

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

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