CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 1.0214 1.0322 0.0108 1.1% 1.0313
High 1.0383 1.0429 0.0046 0.4% 1.0429
Low 1.0187 1.0293 0.0106 1.0% 1.0166
Close 1.0321 1.0397 0.0076 0.7% 1.0397
Range 0.0196 0.0136 -0.0060 -30.6% 0.0263
ATR 0.0118 0.0119 0.0001 1.1% 0.0000
Volume 69,429 47,846 -21,583 -31.1% 294,169
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0781 1.0725 1.0472
R3 1.0645 1.0589 1.0434
R2 1.0509 1.0509 1.0422
R1 1.0453 1.0453 1.0409 1.0481
PP 1.0373 1.0373 1.0373 1.0387
S1 1.0317 1.0317 1.0385 1.0345
S2 1.0237 1.0237 1.0372
S3 1.0101 1.0181 1.0360
S4 0.9965 1.0045 1.0322
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.1120 1.1021 1.0542
R3 1.0857 1.0758 1.0469
R2 1.0594 1.0594 1.0445
R1 1.0495 1.0495 1.0421 1.0545
PP 1.0331 1.0331 1.0331 1.0355
S1 1.0232 1.0232 1.0373 1.0282
S2 1.0068 1.0068 1.0349
S3 0.9805 0.9969 1.0325
S4 0.9542 0.9706 1.0252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0429 1.0166 0.0263 2.5% 0.0137 1.3% 88% True False 58,833
10 1.0507 1.0166 0.0341 3.3% 0.0132 1.3% 68% False False 54,738
20 1.0820 1.0166 0.0654 6.3% 0.0121 1.2% 35% False False 46,506
40 1.0869 1.0166 0.0703 6.8% 0.0104 1.0% 33% False False 39,081
60 1.0869 1.0166 0.0703 6.8% 0.0100 1.0% 33% False False 33,181
80 1.1061 1.0166 0.0895 8.6% 0.0085 0.8% 26% False False 24,904
100 1.1061 1.0166 0.0895 8.6% 0.0076 0.7% 26% False False 19,925
120 1.1061 1.0166 0.0895 8.6% 0.0066 0.6% 26% False False 16,605
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0785
1.618 1.0649
1.000 1.0565
0.618 1.0513
HIGH 1.0429
0.618 1.0377
0.500 1.0361
0.382 1.0345
LOW 1.0293
0.618 1.0209
1.000 1.0157
1.618 1.0073
2.618 0.9937
4.250 0.9715
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 1.0385 1.0364
PP 1.0373 1.0331
S1 1.0361 1.0298

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

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