CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1.0926 1.0927 0.0001 0.0% 1.1042
High 1.0926 1.0927 0.0001 0.0% 1.1044
Low 1.0926 1.0927 0.0001 0.0% 1.0925
Close 1.0926 1.0927 0.0001 0.0% 1.0933
Range
ATR 0.0033 0.0031 -0.0002 -6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0927 1.0927 1.0927
R3 1.0927 1.0927 1.0927
R2 1.0927 1.0927 1.0927
R1 1.0927 1.0927 1.0927 1.0927
PP 1.0927 1.0927 1.0927 1.0927
S1 1.0927 1.0927 1.0927 1.0927
S2 1.0927 1.0927 1.0927
S3 1.0927 1.0927 1.0927
S4 1.0927 1.0927 1.0927
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 1.0933 1.0915 0.0018 0.2% 0.0000 0.0% 67% False False 1
10 1.1048 1.0915 0.0133 1.2% 0.0000 0.0% 9% False False 1
20 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 62% False False 1
40 1.1048 1.0727 0.0321 2.9% 0.0000 0.0% 62% False False 1
60 1.1048 1.0630 0.0418 3.8% 0.0000 0.0% 71% 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0927
2.618 1.0927
1.618 1.0927
1.000 1.0927
0.618 1.0927
HIGH 1.0927
0.618 1.0927
0.500 1.0927
0.382 1.0927
LOW 1.0927
0.618 1.0927
1.000 1.0927
1.618 1.0927
2.618 1.0927
4.250 1.0927
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1.0927 1.0925
PP 1.0927 1.0923
S1 1.0927 1.0921

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

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