CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 1.0644 1.0578 -0.0066 -0.6% 1.0773
High 1.0644 1.0578 -0.0066 -0.6% 1.0773
Low 1.0644 1.0578 -0.0066 -0.6% 1.0623
Close 1.0644 1.0578 -0.0066 -0.6% 1.0623
Range
ATR 0.0031 0.0034 0.0002 8.0% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0578 1.0578 1.0578
R3 1.0578 1.0578 1.0578
R2 1.0578 1.0578 1.0578
R1 1.0578 1.0578 1.0578 1.0578
PP 1.0578 1.0578 1.0578 1.0578
S1 1.0578 1.0578 1.0578 1.0578
S2 1.0578 1.0578 1.0578
S3 1.0578 1.0578 1.0578
S4 1.0578 1.0578 1.0578
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1123 1.1023 1.0706
R3 1.0973 1.0873 1.0664
R2 1.0823 1.0823 1.0651
R1 1.0723 1.0723 1.0637 1.0698
PP 1.0673 1.0673 1.0673 1.0661
S1 1.0573 1.0573 1.0609 1.0548
S2 1.0523 1.0523 1.0596
S3 1.0373 1.0423 1.0582
S4 1.0223 1.0273 1.0541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0702 1.0578 0.0124 1.2% 0.0000 0.0% 0% False True 1
10 1.0779 1.0578 0.0201 1.9% 0.0002 0.0% 0% False True 1
20 1.1026 1.0578 0.0448 4.2% 0.0001 0.0% 0% False True 1
40 1.1048 1.0578 0.0470 4.4% 0.0001 0.0% 0% False True 1
60 1.1048 1.0578 0.0470 4.4% 0.0000 0.0% 0% False True 1
80 1.1048 1.0578 0.0470 4.4% 0.0001 0.0% 0% False True 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 1.0578
2.618 1.0578
1.618 1.0578
1.000 1.0578
0.618 1.0578
HIGH 1.0578
0.618 1.0578
0.500 1.0578
0.382 1.0578
LOW 1.0578
0.618 1.0578
1.000 1.0578
1.618 1.0578
2.618 1.0578
4.250 1.0578
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 1.0578 1.0616
PP 1.0578 1.0603
S1 1.0578 1.0591

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

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