CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.0869 1.0845 -0.0024 -0.2% 1.0989
High 1.0869 1.0845 -0.0024 -0.2% 1.0989
Low 1.0869 1.0845 -0.0024 -0.2% 1.0847
Close 1.0869 1.0845 -0.0024 -0.2% 1.0857
Range
ATR 0.0030 0.0030 0.0000 -1.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0845 1.0845 1.0845
R3 1.0845 1.0845 1.0845
R2 1.0845 1.0845 1.0845
R1 1.0845 1.0845 1.0845 1.0845
PP 1.0845 1.0845 1.0845 1.0845
S1 1.0845 1.0845 1.0845 1.0845
S2 1.0845 1.0845 1.0845
S3 1.0845 1.0845 1.0845
S4 1.0845 1.0845 1.0845
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1324 1.1232 1.0935
R3 1.1182 1.1090 1.0896
R2 1.1040 1.1040 1.0883
R1 1.0948 1.0948 1.0870 1.0923
PP 1.0898 1.0898 1.0898 1.0885
S1 1.0806 1.0806 1.0844 1.0781
S2 1.0756 1.0756 1.0831
S3 1.0614 1.0664 1.0818
S4 1.0472 1.0522 1.0779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0896 1.0845 0.0051 0.5% 0.0000 0.0% 0% False True 1
10 1.1013 1.0845 0.0168 1.5% 0.0000 0.0% 0% False True 1
20 1.1025 1.0783 0.0242 2.2% 0.0000 0.0% 26% False False 1
40 1.1025 1.0611 0.0414 3.8% 0.0000 0.0% 57% 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 1.0845
2.618 1.0845
1.618 1.0845
1.000 1.0845
0.618 1.0845
HIGH 1.0845
0.618 1.0845
0.500 1.0845
0.382 1.0845
LOW 1.0845
0.618 1.0845
1.000 1.0845
1.618 1.0845
2.618 1.0845
4.250 1.0845
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.0845 1.0871
PP 1.0845 1.0862
S1 1.0845 1.0854

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

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