CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1.0696 1.0660 -0.0036 -0.3% 1.0626
High 1.0712 1.0679 -0.0033 -0.3% 1.0820
Low 1.0645 1.0600 -0.0045 -0.4% 1.0607
Close 1.0660 1.0643 -0.0017 -0.2% 1.0690
Range 0.0067 0.0079 0.0012 17.9% 0.0213
ATR 0.0089 0.0089 -0.0001 -0.8% 0.0000
Volume 21,640 26,734 5,094 23.5% 187,942
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1.0878 1.0839 1.0686
R3 1.0799 1.0760 1.0665
R2 1.0720 1.0720 1.0657
R1 1.0681 1.0681 1.0650 1.0661
PP 1.0641 1.0641 1.0641 1.0631
S1 1.0602 1.0602 1.0636 1.0582
S2 1.0562 1.0562 1.0629
S3 1.0483 1.0523 1.0621
S4 1.0404 1.0444 1.0600
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 1.0600 0.0220 2.1% 0.0091 0.9% 20% False True 34,639
10 1.0820 1.0532 0.0288 2.7% 0.0086 0.8% 39% False False 34,128
20 1.0869 1.0532 0.0337 3.2% 0.0088 0.8% 33% False False 32,800
40 1.0869 1.0463 0.0406 3.8% 0.0090 0.8% 44% False False 31,987
60 1.0931 1.0463 0.0468 4.4% 0.0082 0.8% 38% False False 21,640
80 1.1061 1.0463 0.0598 5.6% 0.0070 0.7% 30% False False 16,233
100 1.1061 1.0463 0.0598 5.6% 0.0061 0.6% 30% False False 12,988
120 1.1061 1.0463 0.0598 5.6% 0.0051 0.5% 30% False False 10,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1015
2.618 1.0886
1.618 1.0807
1.000 1.0758
0.618 1.0728
HIGH 1.0679
0.618 1.0649
0.500 1.0640
0.382 1.0630
LOW 1.0600
0.618 1.0551
1.000 1.0521
1.618 1.0472
2.618 1.0393
4.250 1.0264
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1.0642 1.0678
PP 1.0641 1.0666
S1 1.0640 1.0655

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

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