CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.1042 1.1044 0.0002 0.0% 1.0828
High 1.1042 1.1044 0.0002 0.0% 1.1048
Low 1.1042 1.1044 0.0002 0.0% 1.0828
Close 1.1042 1.1044 0.0002 0.0% 1.1048
Range
ATR 0.0037 0.0034 -0.0002 -6.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1044 1.1044 1.1044
R3 1.1044 1.1044 1.1044
R2 1.1044 1.1044 1.1044
R1 1.1044 1.1044 1.1044 1.1044
PP 1.1044 1.1044 1.1044 1.1044
S1 1.1044 1.1044 1.1044 1.1044
S2 1.1044 1.1044 1.1044
S3 1.1044 1.1044 1.1044
S4 1.1044 1.1044 1.1044
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1635 1.1561 1.1169
R3 1.1415 1.1341 1.1109
R2 1.1195 1.1195 1.1088
R1 1.1121 1.1121 1.1068 1.1158
PP 1.0975 1.0975 1.0975 1.0993
S1 1.0901 1.0901 1.1028 1.0938
S2 1.0755 1.0755 1.1008
S3 1.0535 1.0681 1.0988
S4 1.0315 1.0461 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1048 1.1006 0.0042 0.4% 0.0000 0.0% 90% False False 1
10 1.1048 1.0791 0.0257 2.3% 0.0000 0.0% 98% False False 1
20 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 99% False False 1
40 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 99% False False 1
60 1.1048 1.0602 0.0446 4.0% 0.0000 0.0% 99% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1044
2.618 1.1044
1.618 1.1044
1.000 1.1044
0.618 1.1044
HIGH 1.1044
0.618 1.1044
0.500 1.1044
0.382 1.1044
LOW 1.1044
0.618 1.1044
1.000 1.1044
1.618 1.1044
2.618 1.1044
4.250 1.1044
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.1044 1.1045
PP 1.1044 1.1045
S1 1.1044 1.1044

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

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