CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.0861 1.0784 -0.0077 -0.7% 1.0829
High 1.0861 1.0784 -0.0077 -0.7% 1.0840
Low 1.0861 1.0784 -0.0077 -0.7% 1.0804
Close 1.0861 1.0784 -0.0077 -0.7% 1.0840
Range
ATR 0.0026 0.0029 0.0004 14.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0784 1.0784 1.0784
R3 1.0784 1.0784 1.0784
R2 1.0784 1.0784 1.0784
R1 1.0784 1.0784 1.0784 1.0784
PP 1.0784 1.0784 1.0784 1.0784
S1 1.0784 1.0784 1.0784 1.0784
S2 1.0784 1.0784 1.0784
S3 1.0784 1.0784 1.0784
S4 1.0784 1.0784 1.0784
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 1.0784 0.0083 0.8% 0.0000 0.0% 0% False True 1
10 1.0867 1.0784 0.0083 0.8% 0.0002 0.0% 0% False True 1
20 1.0867 1.0602 0.0265 2.5% 0.0001 0.0% 69% 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 1.0784
2.618 1.0784
1.618 1.0784
1.000 1.0784
0.618 1.0784
HIGH 1.0784
0.618 1.0784
0.500 1.0784
0.382 1.0784
LOW 1.0784
0.618 1.0784
1.000 1.0784
1.618 1.0784
2.618 1.0784
4.250 1.0784
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.0784 1.0826
PP 1.0784 1.0812
S1 1.0784 1.0798

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

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