CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.0791 1.0805 0.0014 0.1% 1.0886
High 1.0791 1.0805 0.0014 0.1% 1.0886
Low 1.0791 1.0805 0.0014 0.1% 1.0727
Close 1.0791 1.0805 0.0014 0.1% 1.0727
Range
ATR 0.0040 0.0038 -0.0002 -4.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0805 1.0805 1.0805
R3 1.0805 1.0805 1.0805
R2 1.0805 1.0805 1.0805
R1 1.0805 1.0805 1.0805 1.0805
PP 1.0805 1.0805 1.0805 1.0805
S1 1.0805 1.0805 1.0805 1.0805
S2 1.0805 1.0805 1.0805
S3 1.0805 1.0805 1.0805
S4 1.0805 1.0805 1.0805
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 1.0805 1.0727 0.0078 0.7% 0.0000 0.0% 100% True False 1
10 1.0994 1.0727 0.0267 2.5% 0.0000 0.0% 29% False False 1
20 1.1013 1.0727 0.0286 2.6% 0.0000 0.0% 27% False False 1
40 1.1025 1.0727 0.0298 2.8% 0.0000 0.0% 26% False False 1
60 1.1025 1.0602 0.0423 3.9% 0.0001 0.0% 48% False False
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 1.0805
2.618 1.0805
1.618 1.0805
1.000 1.0805
0.618 1.0805
HIGH 1.0805
0.618 1.0805
0.500 1.0805
0.382 1.0805
LOW 1.0805
0.618 1.0805
1.000 1.0805
1.618 1.0805
2.618 1.0805
4.250 1.0805
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.0805 1.0803
PP 1.0805 1.0800
S1 1.0805 1.0798

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

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