CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 1.0766 1.0767 0.0001 0.0% 1.0896
High 1.0766 1.0767 0.0001 0.0% 1.0994
Low 1.0766 1.0767 0.0001 0.0% 1.0845
Close 1.0766 1.0767 0.0001 0.0% 1.0994
Range
ATR 0.0047 0.0043 -0.0003 -7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0767 1.0767 1.0767
R3 1.0767 1.0767 1.0767
R2 1.0767 1.0767 1.0767
R1 1.0767 1.0767 1.0767 1.0767
PP 1.0767 1.0767 1.0767 1.0767
S1 1.0767 1.0767 1.0767 1.0767
S2 1.0767 1.0767 1.0767
S3 1.0767 1.0767 1.0767
S4 1.0767 1.0767 1.0767
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1391 1.1342 1.1076
R3 1.1242 1.1193 1.1035
R2 1.1093 1.1093 1.1021
R1 1.1044 1.1044 1.1008 1.1069
PP 1.0944 1.0944 1.0944 1.0957
S1 1.0895 1.0895 1.0980 1.0920
S2 1.0795 1.0795 1.0967
S3 1.0646 1.0746 1.0953
S4 1.0497 1.0597 1.0912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0994 1.0766 0.0228 2.1% 0.0000 0.0% 0% False False 1
10 1.0994 1.0766 0.0228 2.1% 0.0000 0.0% 0% False False 1
20 1.1025 1.0766 0.0259 2.4% 0.0000 0.0% 0% False False 1
40 1.1025 1.0692 0.0333 3.1% 0.0000 0.0% 23% 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 1.0767
2.618 1.0767
1.618 1.0767
1.000 1.0767
0.618 1.0767
HIGH 1.0767
0.618 1.0767
0.500 1.0767
0.382 1.0767
LOW 1.0767
0.618 1.0767
1.000 1.0767
1.618 1.0767
2.618 1.0767
4.250 1.0767
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 1.0767 1.0826
PP 1.0767 1.0806
S1 1.0767 1.0787

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

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