CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.0713 1.0861 0.0148 1.4% 1.0700
High 1.0713 1.0861 0.0148 1.4% 1.0861
Low 1.0713 1.0843 0.0130 1.2% 1.0692
Close 1.0713 1.0843 0.0130 1.2% 1.0843
Range 0.0000 0.0018 0.0018 0.0169
ATR 0.0027 0.0036 0.0009 31.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0903 1.0891 1.0853
R3 1.0885 1.0873 1.0848
R2 1.0867 1.0867 1.0846
R1 1.0855 1.0855 1.0845 1.0852
PP 1.0849 1.0849 1.0849 1.0848
S1 1.0837 1.0837 1.0841 1.0834
S2 1.0831 1.0831 1.0840
S3 1.0813 1.0819 1.0838
S4 1.0795 1.0801 1.0833
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.1306 1.1243 1.0936
R3 1.1137 1.1074 1.0889
R2 1.0968 1.0968 1.0874
R1 1.0905 1.0905 1.0858 1.0937
PP 1.0799 1.0799 1.0799 1.0814
S1 1.0736 1.0736 1.0828 1.0768
S2 1.0630 1.0630 1.0812
S3 1.0461 1.0567 1.0797
S4 1.0292 1.0398 1.0750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0861 1.0630 0.0231 2.1% 0.0004 0.0% 92% True False 1
10 1.0861 1.0602 0.0259 2.4% 0.0002 0.0% 93% True False 1
20 1.0861 1.0602 0.0259 2.4% 0.0004 0.0% 93% True False
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 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0938
2.618 1.0908
1.618 1.0890
1.000 1.0879
0.618 1.0872
HIGH 1.0861
0.618 1.0854
0.500 1.0852
0.382 1.0850
LOW 1.0843
0.618 1.0832
1.000 1.0825
1.618 1.0814
2.618 1.0796
4.250 1.0767
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.0852 1.0821
PP 1.0849 1.0799
S1 1.0846 1.0777

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

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