CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1.1006 1.1006 0.0000 0.0% 1.0991
High 1.1006 1.1006 0.0000 0.0% 1.1013
Low 1.1006 1.1006 0.0000 0.0% 1.0991
Close 1.1006 1.1006 0.0000 0.0% 1.1006
Range
ATR 0.0028 0.0026 -0.0002 -7.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1006 1.1006 1.1006
R3 1.1006 1.1006 1.1006
R2 1.1006 1.1006 1.1006
R1 1.1006 1.1006 1.1006 1.1006
PP 1.1006 1.1006 1.1006 1.1006
S1 1.1006 1.1006 1.1006 1.1006
S2 1.1006 1.1006 1.1006
S3 1.1006 1.1006 1.1006
S4 1.1006 1.1006 1.1006
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1069 1.1060 1.1018
R3 1.1047 1.1038 1.1012
R2 1.1025 1.1025 1.1010
R1 1.1016 1.1016 1.1008 1.1021
PP 1.1003 1.1003 1.1003 1.1006
S1 1.0994 1.0994 1.1004 1.0999
S2 1.0981 1.0981 1.1002
S3 1.0959 1.0972 1.1000
S4 1.0937 1.0950 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0969 0.0044 0.4% 0.0000 0.0% 84% False False 1
10 1.1025 1.0947 0.0078 0.7% 0.0000 0.0% 76% False False 1
20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 93% False False 1
40 1.1025 1.0602 0.0423 3.8% 0.0001 0.0% 96% 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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1006
2.618 1.1006
1.618 1.1006
1.000 1.1006
0.618 1.1006
HIGH 1.1006
0.618 1.1006
0.500 1.1006
0.382 1.1006
LOW 1.1006
0.618 1.1006
1.000 1.1006
1.618 1.1006
2.618 1.1006
4.250 1.1006
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1.1006 1.1010
PP 1.1006 1.1008
S1 1.1006 1.1007

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

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