CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.0774 1.0773 -0.0001 0.0% 1.0861
High 1.0774 1.0773 -0.0001 0.0% 1.0861
Low 1.0774 1.0773 -0.0001 0.0% 1.0757
Close 1.0774 1.0773 -0.0001 0.0% 1.0774
Range
ATR 0.0031 0.0029 -0.0002 -6.9% 0.0000
Volume 4 4 0 0.0% 7
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0773 1.0773 1.0773
R3 1.0773 1.0773 1.0773
R2 1.0773 1.0773 1.0773
R1 1.0773 1.0773 1.0773 1.0773
PP 1.0773 1.0773 1.0773 1.0773
S1 1.0773 1.0773 1.0773 1.0773
S2 1.0773 1.0773 1.0773
S3 1.0773 1.0773 1.0773
S4 1.0773 1.0773 1.0773
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1109 1.1046 1.0831
R3 1.1005 1.0942 1.0803
R2 1.0901 1.0901 1.0793
R1 1.0838 1.0838 1.0784 1.0818
PP 1.0797 1.0797 1.0797 1.0787
S1 1.0734 1.0734 1.0764 1.0714
S2 1.0693 1.0693 1.0755
S3 1.0589 1.0630 1.0745
S4 1.0485 1.0526 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0861 1.0757 0.0104 1.0% 0.0004 0.0% 15% False False 2
10 1.0927 1.0757 0.0170 1.6% 0.0002 0.0% 9% False False 1
20 1.1048 1.0757 0.0291 2.7% 0.0001 0.0% 5% False False 1
40 1.1048 1.0727 0.0321 3.0% 0.0001 0.0% 14% False False 1
60 1.1048 1.0727 0.0321 3.0% 0.0000 0.0% 14% False False 1
80 1.1048 1.0602 0.0446 4.1% 0.0001 0.0% 38% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0773
2.618 1.0773
1.618 1.0773
1.000 1.0773
0.618 1.0773
HIGH 1.0773
0.618 1.0773
0.500 1.0773
0.382 1.0773
LOW 1.0773
0.618 1.0773
1.000 1.0773
1.618 1.0773
2.618 1.0773
4.250 1.0773
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.0773 1.0771
PP 1.0773 1.0770
S1 1.0773 1.0768

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

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