CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 1.0573 1.0550 -0.0023 -0.2% 1.0631
High 1.0598 1.0600 0.0002 0.0% 1.0738
Low 1.0538 1.0512 -0.0026 -0.2% 1.0476
Close 1.0544 1.0593 0.0049 0.5% 1.0546
Range 0.0060 0.0088 0.0028 46.7% 0.0262
ATR 0.0082 0.0082 0.0000 0.5% 0.0000
Volume 26,353 30,193 3,840 14.6% 125,260
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0832 1.0801 1.0641
R3 1.0744 1.0713 1.0617
R2 1.0656 1.0656 1.0609
R1 1.0625 1.0625 1.0601 1.0641
PP 1.0568 1.0568 1.0568 1.0576
S1 1.0537 1.0537 1.0585 1.0553
S2 1.0480 1.0480 1.0577
S3 1.0392 1.0449 1.0569
S4 1.0304 1.0361 1.0545
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1373 1.1221 1.0690
R3 1.1111 1.0959 1.0618
R2 1.0849 1.0849 1.0594
R1 1.0697 1.0697 1.0570 1.0642
PP 1.0587 1.0587 1.0587 1.0559
S1 1.0435 1.0435 1.0522 1.0380
S2 1.0325 1.0325 1.0498
S3 1.0063 1.0173 1.0474
S4 0.9801 0.9911 1.0402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0476 0.0124 1.2% 0.0081 0.8% 94% True False 25,275
10 1.0738 1.0476 0.0262 2.5% 0.0086 0.8% 45% False False 28,605
20 1.0738 1.0463 0.0275 2.6% 0.0092 0.9% 47% False False 24,751
40 1.1029 1.0463 0.0566 5.3% 0.0070 0.7% 23% False False 12,441
60 1.1061 1.0463 0.0598 5.6% 0.0060 0.6% 22% False False 8,298
80 1.1061 1.0463 0.0598 5.6% 0.0049 0.5% 22% False False 6,224
100 1.1061 1.0463 0.0598 5.6% 0.0039 0.4% 22% False False 4,980
120 1.1061 1.0463 0.0598 5.6% 0.0033 0.3% 22% False False 4,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0974
2.618 1.0830
1.618 1.0742
1.000 1.0688
0.618 1.0654
HIGH 1.0600
0.618 1.0566
0.500 1.0556
0.382 1.0546
LOW 1.0512
0.618 1.0458
1.000 1.0424
1.618 1.0370
2.618 1.0282
4.250 1.0138
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 1.0581 1.0580
PP 1.0568 1.0566
S1 1.0556 1.0553

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

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