CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 1.0569 1.0619 0.0050 0.5% 1.0517
High 1.0673 1.0630 -0.0043 -0.4% 1.0673
Low 1.0563 1.0551 -0.0012 -0.1% 1.0463
Close 1.0646 1.0588 -0.0058 -0.5% 1.0646
Range 0.0110 0.0079 -0.0031 -28.2% 0.0210
ATR 0.0078 0.0080 0.0001 1.5% 0.0000
Volume 54,046 41,146 -12,900 -23.9% 121,302
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0827 1.0786 1.0631
R3 1.0748 1.0707 1.0610
R2 1.0669 1.0669 1.0602
R1 1.0628 1.0628 1.0595 1.0609
PP 1.0590 1.0590 1.0590 1.0580
S1 1.0549 1.0549 1.0581 1.0530
S2 1.0511 1.0511 1.0574
S3 1.0432 1.0470 1.0566
S4 1.0353 1.0391 1.0545
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% 0.0101 1.0% 60% False False 31,271
10 1.0673 1.0463 0.0210 2.0% 0.0095 0.9% 60% False False 17,330
20 1.0903 1.0463 0.0440 4.2% 0.0081 0.8% 28% False False 8,762
40 1.1061 1.0463 0.0598 5.6% 0.0056 0.5% 21% False False 4,387
60 1.1061 1.0463 0.0598 5.6% 0.0047 0.4% 21% False False 2,927
80 1.1061 1.0463 0.0598 5.6% 0.0038 0.4% 21% False False 2,196
100 1.1061 1.0463 0.0598 5.6% 0.0030 0.3% 21% False False 1,757
120 1.1061 1.0463 0.0598 5.6% 0.0025 0.2% 21% False False 1,464
Crabel Price Patterns
NR True
NR4 True
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0966
2.618 1.0837
1.618 1.0758
1.000 1.0709
0.618 1.0679
HIGH 1.0630
0.618 1.0600
0.500 1.0591
0.382 1.0581
LOW 1.0551
0.618 1.0502
1.000 1.0472
1.618 1.0423
2.618 1.0344
4.250 1.0215
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 1.0591 1.0581
PP 1.0590 1.0575
S1 1.0589 1.0568

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

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