CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 1.0372 1.0313 -0.0059 -0.6% 1.0439
High 1.0405 1.0368 -0.0037 -0.4% 1.0507
Low 1.0245 1.0280 0.0035 0.3% 1.0245
Close 1.0280 1.0353 0.0073 0.7% 1.0280
Range 0.0160 0.0088 -0.0072 -45.0% 0.0262
ATR 0.0110 0.0108 -0.0002 -1.4% 0.0000
Volume 55,260 37,166 -18,094 -32.7% 253,219
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 1.0598 1.0563 1.0401
R3 1.0510 1.0475 1.0377
R2 1.0422 1.0422 1.0369
R1 1.0387 1.0387 1.0361 1.0405
PP 1.0334 1.0334 1.0334 1.0342
S1 1.0299 1.0299 1.0345 1.0317
S2 1.0246 1.0246 1.0337
S3 1.0158 1.0211 1.0329
S4 1.0070 1.0123 1.0305
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.1130 1.0967 1.0424
R3 1.0868 1.0705 1.0352
R2 1.0606 1.0606 1.0328
R1 1.0443 1.0443 1.0304 1.0394
PP 1.0344 1.0344 1.0344 1.0319
S1 1.0181 1.0181 1.0256 1.0132
S2 1.0082 1.0082 1.0232
S3 0.9820 0.9919 1.0208
S4 0.9558 0.9657 1.0136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0507 1.0245 0.0262 2.5% 0.0134 1.3% 41% False False 48,998
10 1.0719 1.0245 0.0474 4.6% 0.0124 1.2% 23% False False 46,355
20 1.0820 1.0245 0.0575 5.6% 0.0108 1.0% 19% False False 40,874
40 1.0869 1.0245 0.0624 6.0% 0.0100 1.0% 17% False False 35,788
60 1.0869 1.0245 0.0624 6.0% 0.0094 0.9% 17% False False 28,915
80 1.1061 1.0245 0.0816 7.9% 0.0080 0.8% 13% False False 21,692
100 1.1061 1.0245 0.0816 7.9% 0.0070 0.7% 13% False False 17,355
120 1.1061 1.0245 0.0816 7.9% 0.0061 0.6% 13% False False 14,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0742
2.618 1.0598
1.618 1.0510
1.000 1.0456
0.618 1.0422
HIGH 1.0368
0.618 1.0334
0.500 1.0324
0.382 1.0314
LOW 1.0280
0.618 1.0226
1.000 1.0192
1.618 1.0138
2.618 1.0050
4.250 0.9906
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 1.0343 1.0350
PP 1.0334 1.0347
S1 1.0324 1.0344

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

View Archives - Comment on this page... - Back to Index of Symbols