CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 1.0813 1.0864 0.0051 0.5% 1.0447
High 1.0902 1.0952 0.0050 0.5% 1.0841
Low 1.0768 1.0801 0.0033 0.3% 1.0391
Close 1.0847 1.0849 0.0002 0.0% 1.0697
Range 0.0134 0.0151 0.0017 12.7% 0.0450
ATR 0.0139 0.0140 0.0001 0.6% 0.0000
Volume 50,755 35,905 -14,850 -29.3% 291,977
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1320 1.1236 1.0932
R3 1.1169 1.1085 1.0891
R2 1.1018 1.1018 1.0877
R1 1.0934 1.0934 1.0863 1.0901
PP 1.0867 1.0867 1.0867 1.0851
S1 1.0783 1.0783 1.0835 1.0750
S2 1.0716 1.0716 1.0821
S3 1.0565 1.0632 1.0807
S4 1.0414 1.0481 1.0766
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1993 1.1795 1.0945
R3 1.1543 1.1345 1.0821
R2 1.1093 1.1093 1.0780
R1 1.0895 1.0895 1.0738 1.0994
PP 1.0643 1.0643 1.0643 1.0693
S1 1.0445 1.0445 1.0656 1.0544
S2 1.0193 1.0193 1.0615
S3 0.9743 0.9995 1.0573
S4 0.9293 0.9545 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0952 1.0618 0.0334 3.1% 0.0139 1.3% 69% True False 52,679
10 1.0952 1.0391 0.0561 5.2% 0.0149 1.4% 82% True False 53,546
20 1.0952 1.0166 0.0786 7.2% 0.0151 1.4% 87% True False 54,834
40 1.0952 1.0166 0.0786 7.2% 0.0125 1.2% 87% True False 46,275
60 1.0952 1.0166 0.0786 7.2% 0.0114 1.0% 87% True False 41,289
80 1.0952 1.0166 0.0786 7.2% 0.0106 1.0% 87% True False 33,609
100 1.1061 1.0166 0.0895 8.2% 0.0091 0.8% 76% False False 26,890
120 1.1061 1.0166 0.0895 8.2% 0.0081 0.7% 76% False False 22,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1594
2.618 1.1347
1.618 1.1196
1.000 1.1103
0.618 1.1045
HIGH 1.0952
0.618 1.0894
0.500 1.0877
0.382 1.0859
LOW 1.0801
0.618 1.0708
1.000 1.0650
1.618 1.0557
2.618 1.0406
4.250 1.0159
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 1.0877 1.0841
PP 1.0867 1.0832
S1 1.0858 1.0824

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

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