CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 1.0396 1.0488 0.0092 0.9% 1.0397
High 1.0498 1.0516 0.0018 0.2% 1.0516
Low 1.0362 1.0392 0.0030 0.3% 1.0215
Close 1.0487 1.0422 -0.0065 -0.6% 1.0422
Range 0.0136 0.0124 -0.0012 -8.8% 0.0301
ATR 0.0131 0.0131 -0.0001 -0.4% 0.0000
Volume 49,586 51,100 1,514 3.1% 212,270
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0815 1.0743 1.0490
R3 1.0691 1.0619 1.0456
R2 1.0567 1.0567 1.0445
R1 1.0495 1.0495 1.0433 1.0469
PP 1.0443 1.0443 1.0443 1.0431
S1 1.0371 1.0371 1.0411 1.0345
S2 1.0319 1.0319 1.0399
S3 1.0195 1.0247 1.0388
S4 1.0071 1.0123 1.0354
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.1287 1.1156 1.0588
R3 1.0986 1.0855 1.0505
R2 1.0685 1.0685 1.0477
R1 1.0554 1.0554 1.0450 1.0620
PP 1.0384 1.0384 1.0384 1.0417
S1 1.0253 1.0253 1.0394 1.0319
S2 1.0083 1.0083 1.0367
S3 0.9782 0.9952 1.0339
S4 0.9481 0.9651 1.0256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0516 1.0215 0.0301 2.9% 0.0160 1.5% 69% True False 52,023
10 1.0516 1.0166 0.0350 3.4% 0.0151 1.5% 73% True False 56,169
20 1.0755 1.0166 0.0589 5.7% 0.0134 1.3% 43% False False 50,070
40 1.0869 1.0166 0.0703 6.7% 0.0111 1.1% 36% False False 41,353
60 1.0869 1.0166 0.0703 6.7% 0.0106 1.0% 36% False False 36,687
80 1.1012 1.0166 0.0846 8.1% 0.0093 0.9% 30% False False 27,557
100 1.1061 1.0166 0.0895 8.6% 0.0082 0.8% 29% False False 22,047
120 1.1061 1.0166 0.0895 8.6% 0.0071 0.7% 29% False False 18,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1043
2.618 1.0841
1.618 1.0717
1.000 1.0640
0.618 1.0593
HIGH 1.0516
0.618 1.0469
0.500 1.0454
0.382 1.0439
LOW 1.0392
0.618 1.0315
1.000 1.0268
1.618 1.0191
2.618 1.0067
4.250 0.9865
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 1.0454 1.0403
PP 1.0443 1.0384
S1 1.0433 1.0366

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

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