CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 1.0727 1.0797 0.0070 0.7% 1.0886
High 1.0727 1.0797 0.0070 0.7% 1.0886
Low 1.0727 1.0797 0.0070 0.7% 1.0727
Close 1.0727 1.0797 0.0070 0.7% 1.0727
Range
ATR 0.0040 0.0042 0.0002 5.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0797 1.0797 1.0797
R3 1.0797 1.0797 1.0797
R2 1.0797 1.0797 1.0797
R1 1.0797 1.0797 1.0797 1.0797
PP 1.0797 1.0797 1.0797 1.0797
S1 1.0797 1.0797 1.0797 1.0797
S2 1.0797 1.0797 1.0797
S3 1.0797 1.0797 1.0797
S4 1.0797 1.0797 1.0797
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1257 1.1151 1.0814
R3 1.1098 1.0992 1.0771
R2 1.0939 1.0939 1.0756
R1 1.0833 1.0833 1.0742 1.0807
PP 1.0780 1.0780 1.0780 1.0767
S1 1.0674 1.0674 1.0712 1.0648
S2 1.0621 1.0621 1.0698
S3 1.0462 1.0515 1.0683
S4 1.0303 1.0356 1.0640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0797 1.0727 0.0070 0.6% 0.0000 0.0% 100% True False 1
10 1.0994 1.0727 0.0267 2.5% 0.0000 0.0% 26% False False 1
20 1.1013 1.0727 0.0286 2.6% 0.0000 0.0% 24% False False 1
40 1.1025 1.0727 0.0298 2.8% 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 1.0797
2.618 1.0797
1.618 1.0797
1.000 1.0797
0.618 1.0797
HIGH 1.0797
0.618 1.0797
0.500 1.0797
0.382 1.0797
LOW 1.0797
0.618 1.0797
1.000 1.0797
1.618 1.0797
2.618 1.0797
4.250 1.0797
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 1.0797 1.0785
PP 1.0797 1.0774
S1 1.0797 1.0762

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

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