CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0829 1.0804 -0.0025 -0.2% 1.0700
High 1.0829 1.0804 -0.0025 -0.2% 1.0861
Low 1.0829 1.0804 -0.0025 -0.2% 1.0692
Close 1.0829 1.0804 -0.0025 -0.2% 1.0843
Range
ATR 0.0034 0.0034 -0.0001 -1.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0804 1.0804 1.0804
R3 1.0804 1.0804 1.0804
R2 1.0804 1.0804 1.0804
R1 1.0804 1.0804 1.0804 1.0804
PP 1.0804 1.0804 1.0804 1.0804
S1 1.0804 1.0804 1.0804 1.0804
S2 1.0804 1.0804 1.0804
S3 1.0804 1.0804 1.0804
S4 1.0804 1.0804 1.0804
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 1.0692 0.0169 1.6% 0.0004 0.0% 66% False False 1
10 1.0861 1.0617 0.0244 2.3% 0.0002 0.0% 77% False False 1
20 1.0861 1.0602 0.0259 2.4% 0.0004 0.0% 78% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0804
2.618 1.0804
1.618 1.0804
1.000 1.0804
0.618 1.0804
HIGH 1.0804
0.618 1.0804
0.500 1.0804
0.382 1.0804
LOW 1.0804
0.618 1.0804
1.000 1.0804
1.618 1.0804
2.618 1.0804
4.250 1.0804
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0804 1.0833
PP 1.0804 1.0823
S1 1.0804 1.0814

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

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