CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0925 1.0933 0.0008 0.1% 1.1042
High 1.0925 1.0933 0.0008 0.1% 1.1044
Low 1.0925 1.0933 0.0008 0.1% 1.0925
Close 1.0925 1.0933 0.0008 0.1% 1.0933
Range
ATR 0.0038 0.0036 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0933 1.0933 1.0933
R3 1.0933 1.0933 1.0933
R2 1.0933 1.0933 1.0933
R1 1.0933 1.0933 1.0933 1.0933
PP 1.0933 1.0933 1.0933 1.0933
S1 1.0933 1.0933 1.0933 1.0933
S2 1.0933 1.0933 1.0933
S3 1.0933 1.0933 1.0933
S4 1.0933 1.0933 1.0933
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1324 1.1248 1.0998
R3 1.1205 1.1129 1.0966
R2 1.1086 1.1086 1.0955
R1 1.1010 1.1010 1.0944 1.0989
PP 1.0967 1.0967 1.0967 1.0957
S1 1.0891 1.0891 1.0922 1.0870
S2 1.0848 1.0848 1.0911
S3 1.0729 1.0772 1.0900
S4 1.0610 1.0653 1.0868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1044 1.0925 0.0119 1.1% 0.0000 0.0% 7% False False 1
10 1.1048 1.0828 0.0220 2.0% 0.0000 0.0% 48% False False 1
20 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 64% False False 1
40 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 64% False False 1
60 1.1048 1.0617 0.0431 3.9% 0.0000 0.0% 73% 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 1.0933
2.618 1.0933
1.618 1.0933
1.000 1.0933
0.618 1.0933
HIGH 1.0933
0.618 1.0933
0.500 1.0933
0.382 1.0933
LOW 1.0933
0.618 1.0933
1.000 1.0933
1.618 1.0933
2.618 1.0933
4.250 1.0933
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.0933 1.0976
PP 1.0933 1.0961
S1 1.0933 1.0947

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

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