CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.0563 1.0618 0.0055 0.5% 1.0397
High 1.0649 1.0841 0.0192 1.8% 1.0516
Low 1.0534 1.0595 0.0061 0.6% 1.0215
Close 1.0620 1.0757 0.0137 1.3% 1.0422
Range 0.0115 0.0246 0.0131 113.9% 0.0301
ATR 0.0132 0.0141 0.0008 6.1% 0.0000
Volume 49,239 76,774 27,535 55.9% 212,270
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1469 1.1359 1.0892
R3 1.1223 1.1113 1.0825
R2 1.0977 1.0977 1.0802
R1 1.0867 1.0867 1.0780 1.0922
PP 1.0731 1.0731 1.0731 1.0759
S1 1.0621 1.0621 1.0734 1.0676
S2 1.0485 1.0485 1.0712
S3 1.0239 1.0375 1.0689
S4 0.9993 1.0129 1.0622
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 1.0841 1.0391 0.0450 4.2% 0.0160 1.5% 81% True False 54,414
10 1.0841 1.0187 0.0654 6.1% 0.0167 1.6% 87% True False 55,051
20 1.0841 1.0166 0.0675 6.3% 0.0151 1.4% 88% True False 54,791
40 1.0869 1.0166 0.0703 6.5% 0.0121 1.1% 84% False False 43,937
60 1.0869 1.0166 0.0703 6.5% 0.0111 1.0% 84% False False 39,782
80 1.0931 1.0166 0.0765 7.1% 0.0100 0.9% 77% False False 30,318
100 1.1061 1.0166 0.0895 8.3% 0.0087 0.8% 66% False False 24,257
120 1.1061 1.0166 0.0895 8.3% 0.0075 0.7% 66% False False 20,215
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 0.0030
Widest range in 189 trading days
Fibonacci Retracements and Extensions
4.250 1.1887
2.618 1.1485
1.618 1.1239
1.000 1.1087
0.618 1.0993
HIGH 1.0841
0.618 1.0747
0.500 1.0718
0.382 1.0689
LOW 1.0595
0.618 1.0443
1.000 1.0349
1.618 1.0197
2.618 0.9951
4.250 0.9550
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.0744 1.0729
PP 1.0731 1.0701
S1 1.0718 1.0673

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

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