CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0861 1.0867 0.0006 0.1% 1.0829
High 1.0861 1.0867 0.0006 0.1% 1.0840
Low 1.0861 1.0867 0.0006 0.1% 1.0804
Close 1.0861 1.0867 0.0006 0.1% 1.0840
Range
ATR 0.0029 0.0027 -0.0002 -5.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0867 1.0867 1.0867
R3 1.0867 1.0867 1.0867
R2 1.0867 1.0867 1.0867
R1 1.0867 1.0867 1.0867 1.0867
PP 1.0867 1.0867 1.0867 1.0867
S1 1.0867 1.0867 1.0867 1.0867
S2 1.0867 1.0867 1.0867
S3 1.0867 1.0867 1.0867
S4 1.0867 1.0867 1.0867
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0936 1.0924 1.0860
R3 1.0900 1.0888 1.0850
R2 1.0864 1.0864 1.0847
R1 1.0852 1.0852 1.0843 1.0858
PP 1.0828 1.0828 1.0828 1.0831
S1 1.0816 1.0816 1.0837 1.0822
S2 1.0792 1.0792 1.0833
S3 1.0756 1.0780 1.0830
S4 1.0720 1.0744 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0867 1.0805 0.0062 0.6% 0.0000 0.0% 100% True False 1
10 1.0867 1.0692 0.0175 1.6% 0.0002 0.0% 100% True False 1
20 1.0867 1.0602 0.0265 2.4% 0.0001 0.0% 100% True 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 1.0867
2.618 1.0867
1.618 1.0867
1.000 1.0867
0.618 1.0867
HIGH 1.0867
0.618 1.0867
0.500 1.0867
0.382 1.0867
LOW 1.0867
0.618 1.0867
1.000 1.0867
1.618 1.0867
2.618 1.0867
4.250 1.0867
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0867 1.0863
PP 1.0867 1.0858
S1 1.0867 1.0854

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

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