CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.0322 1.0397 0.0075 0.7% 1.0313
High 1.0429 1.0427 -0.0002 0.0% 1.0429
Low 1.0293 1.0224 -0.0069 -0.7% 1.0166
Close 1.0397 1.0277 -0.0120 -1.2% 1.0397
Range 0.0136 0.0203 0.0067 49.3% 0.0263
ATR 0.0119 0.0125 0.0006 5.0% 0.0000
Volume 47,846 55,751 7,905 16.5% 294,169
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.0918 1.0801 1.0389
R3 1.0715 1.0598 1.0333
R2 1.0512 1.0512 1.0314
R1 1.0395 1.0395 1.0296 1.0352
PP 1.0309 1.0309 1.0309 1.0288
S1 1.0192 1.0192 1.0258 1.0149
S2 1.0106 1.0106 1.0240
S3 0.9903 0.9989 1.0221
S4 0.9700 0.9786 1.0165
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 2.6% 0.0160 1.6% 42% False False 62,550
10 1.0507 1.0166 0.0341 3.3% 0.0147 1.4% 33% False False 55,774
20 1.0820 1.0166 0.0654 6.4% 0.0127 1.2% 17% False False 48,007
40 1.0869 1.0166 0.0703 6.8% 0.0107 1.0% 16% False False 40,173
60 1.0869 1.0166 0.0703 6.8% 0.0101 1.0% 16% False False 34,103
80 1.1061 1.0166 0.0895 8.7% 0.0088 0.9% 12% False False 25,601
100 1.1061 1.0166 0.0895 8.7% 0.0078 0.8% 12% False False 20,482
120 1.1061 1.0166 0.0895 8.7% 0.0067 0.7% 12% False False 17,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 1.1290
2.618 1.0958
1.618 1.0755
1.000 1.0630
0.618 1.0552
HIGH 1.0427
0.618 1.0349
0.500 1.0326
0.382 1.0302
LOW 1.0224
0.618 1.0099
1.000 1.0021
1.618 0.9896
2.618 0.9693
4.250 0.9361
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.0326 1.0308
PP 1.0309 1.0298
S1 1.0293 1.0287

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

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