CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.0730 1.0754 0.0024 0.2% 1.0719
High 1.0785 1.0804 0.0019 0.2% 1.0804
Low 1.0714 1.0722 0.0008 0.1% 1.0684
Close 1.0755 1.0763 0.0008 0.1% 1.0763
Range 0.0071 0.0082 0.0011 15.5% 0.0120
ATR 0.0083 0.0083 0.0000 -0.1% 0.0000
Volume 26,177 36,024 9,847 37.6% 142,522
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1009 1.0968 1.0808
R3 1.0927 1.0886 1.0786
R2 1.0845 1.0845 1.0778
R1 1.0804 1.0804 1.0771 1.0825
PP 1.0763 1.0763 1.0763 1.0773
S1 1.0722 1.0722 1.0755 1.0743
S2 1.0681 1.0681 1.0748
S3 1.0599 1.0640 1.0740
S4 1.0517 1.0558 1.0718
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1110 1.1057 1.0829
R3 1.0990 1.0937 1.0796
R2 1.0870 1.0870 1.0785
R1 1.0817 1.0817 1.0774 1.0844
PP 1.0750 1.0750 1.0750 1.0764
S1 1.0697 1.0697 1.0752 1.0724
S2 1.0630 1.0630 1.0741
S3 1.0510 1.0577 1.0730
S4 1.0390 1.0457 1.0697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0804 1.0684 0.0120 1.1% 0.0062 0.6% 66% True False 28,504
10 1.0804 1.0505 0.0299 2.8% 0.0084 0.8% 86% True False 30,122
20 1.0804 1.0476 0.0328 3.0% 0.0086 0.8% 88% True False 32,505
40 1.0903 1.0463 0.0440 4.1% 0.0081 0.8% 68% False False 18,254
60 1.1061 1.0463 0.0598 5.6% 0.0064 0.6% 50% False False 12,173
80 1.1061 1.0463 0.0598 5.6% 0.0054 0.5% 50% False False 9,132
100 1.1061 1.0463 0.0598 5.6% 0.0046 0.4% 50% False False 7,306
120 1.1061 1.0463 0.0598 5.6% 0.0038 0.4% 50% False False 6,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1153
2.618 1.1019
1.618 1.0937
1.000 1.0886
0.618 1.0855
HIGH 1.0804
0.618 1.0773
0.500 1.0763
0.382 1.0753
LOW 1.0722
0.618 1.0671
1.000 1.0640
1.618 1.0589
2.618 1.0507
4.250 1.0374
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.0763 1.0762
PP 1.0763 1.0760
S1 1.0763 1.0759

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

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