CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.0861 1.0802 -0.0059 -0.5% 1.0915
High 1.0861 1.0802 -0.0059 -0.5% 1.0927
Low 1.0861 1.0802 -0.0059 -0.5% 1.0866
Close 1.0861 1.0802 -0.0059 -0.5% 1.0870
Range
ATR 0.0029 0.0031 0.0002 7.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0802 1.0802 1.0802
R3 1.0802 1.0802 1.0802
R2 1.0802 1.0802 1.0802
R1 1.0802 1.0802 1.0802 1.0802
PP 1.0802 1.0802 1.0802 1.0802
S1 1.0802 1.0802 1.0802 1.0802
S2 1.0802 1.0802 1.0802
S3 1.0802 1.0802 1.0802
S4 1.0802 1.0802 1.0802
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1071 1.1031 1.0904
R3 1.1010 1.0970 1.0887
R2 1.0949 1.0949 1.0881
R1 1.0909 1.0909 1.0876 1.0899
PP 1.0888 1.0888 1.0888 1.0882
S1 1.0848 1.0848 1.0864 1.0838
S2 1.0827 1.0827 1.0859
S3 1.0766 1.0787 1.0853
S4 1.0705 1.0726 1.0836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0927 1.0802 0.0125 1.2% 0.0000 0.0% 0% False True 1
10 1.1026 1.0802 0.0224 2.1% 0.0000 0.0% 0% False True 1
20 1.1048 1.0791 0.0257 2.4% 0.0000 0.0% 4% False False 1
40 1.1048 1.0727 0.0321 3.0% 0.0000 0.0% 23% False False 1
60 1.1048 1.0727 0.0321 3.0% 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 1.0802
2.618 1.0802
1.618 1.0802
1.000 1.0802
0.618 1.0802
HIGH 1.0802
0.618 1.0802
0.500 1.0802
0.382 1.0802
LOW 1.0802
0.618 1.0802
1.000 1.0802
1.618 1.0802
2.618 1.0802
4.250 1.0802
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.0802 1.0836
PP 1.0802 1.0825
S1 1.0802 1.0813

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

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