CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.0792 1.0700 -0.0092 -0.9% 1.0626
High 1.0808 1.0755 -0.0053 -0.5% 1.0820
Low 1.0684 1.0643 -0.0041 -0.4% 1.0607
Close 1.0698 1.0690 -0.0008 -0.1% 1.0690
Range 0.0124 0.0112 -0.0012 -9.7% 0.0213
ATR 0.0089 0.0091 0.0002 1.8% 0.0000
Volume 47,236 46,947 -289 -0.6% 187,942
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.1032 1.0973 1.0752
R3 1.0920 1.0861 1.0721
R2 1.0808 1.0808 1.0711
R1 1.0749 1.0749 1.0700 1.0723
PP 1.0696 1.0696 1.0696 1.0683
S1 1.0637 1.0637 1.0680 1.0611
S2 1.0584 1.0584 1.0669
S3 1.0472 1.0525 1.0659
S4 1.0360 1.0413 1.0628
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.1345 1.1230 1.0807
R3 1.1132 1.1017 1.0749
R2 1.0919 1.0919 1.0729
R1 1.0804 1.0804 1.0710 1.0862
PP 1.0706 1.0706 1.0706 1.0734
S1 1.0591 1.0591 1.0670 1.0649
S2 1.0493 1.0493 1.0651
S3 1.0280 1.0378 1.0631
S4 1.0067 1.0165 1.0573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0820 1.0607 0.0213 2.0% 0.0104 1.0% 39% False False 37,588
10 1.0820 1.0532 0.0288 2.7% 0.0092 0.9% 55% False False 35,388
20 1.0869 1.0532 0.0337 3.2% 0.0087 0.8% 47% False False 33,118
40 1.0869 1.0463 0.0406 3.8% 0.0092 0.9% 56% False False 31,062
60 1.0931 1.0463 0.0468 4.4% 0.0080 0.8% 49% False False 20,834
80 1.1061 1.0463 0.0598 5.6% 0.0070 0.7% 38% False False 15,629
100 1.1061 1.0463 0.0598 5.6% 0.0059 0.6% 38% False False 12,504
120 1.1061 1.0463 0.0598 5.6% 0.0050 0.5% 38% False False 10,420
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1048
1.618 1.0936
1.000 1.0867
0.618 1.0824
HIGH 1.0755
0.618 1.0712
0.500 1.0699
0.382 1.0686
LOW 1.0643
0.618 1.0574
1.000 1.0531
1.618 1.0462
2.618 1.0350
4.250 1.0167
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.0699 1.0732
PP 1.0696 1.0718
S1 1.0693 1.0704

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

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