CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1.0633 1.0533 -0.0100 -0.9% 1.0653
High 1.0633 1.0533 -0.0100 -0.9% 1.0653
Low 1.0633 1.0533 -0.0100 -0.9% 1.0533
Close 1.0633 1.0533 -0.0100 -0.9% 1.0533
Range
ATR 0.0035 0.0040 0.0005 13.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0533 1.0533 1.0533
R3 1.0533 1.0533 1.0533
R2 1.0533 1.0533 1.0533
R1 1.0533 1.0533 1.0533 1.0533
PP 1.0533 1.0533 1.0533 1.0533
S1 1.0533 1.0533 1.0533 1.0533
S2 1.0533 1.0533 1.0533
S3 1.0533 1.0533 1.0533
S4 1.0533 1.0533 1.0533
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0933 1.0853 1.0599
R3 1.0813 1.0733 1.0566
R2 1.0693 1.0693 1.0555
R1 1.0613 1.0613 1.0544 1.0593
PP 1.0573 1.0573 1.0573 1.0563
S1 1.0493 1.0493 1.0522 1.0473
S2 1.0453 1.0453 1.0511
S3 1.0333 1.0373 1.0500
S4 1.0213 1.0253 1.0467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0653 1.0533 0.0120 1.1% 0.0000 0.0% 0% False True 1
10 1.0773 1.0533 0.0240 2.3% 0.0000 0.0% 0% False True 1
20 1.0933 1.0533 0.0400 3.8% 0.0001 0.0% 0% False True 1
40 1.1048 1.0533 0.0515 4.9% 0.0001 0.0% 0% False True 1
60 1.1048 1.0533 0.0515 4.9% 0.0000 0.0% 0% False True 1
80 1.1048 1.0533 0.0515 4.9% 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 1.0533
2.618 1.0533
1.618 1.0533
1.000 1.0533
0.618 1.0533
HIGH 1.0533
0.618 1.0533
0.500 1.0533
0.382 1.0533
LOW 1.0533
0.618 1.0533
1.000 1.0533
1.618 1.0533
2.618 1.0533
4.250 1.0533
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1.0533 1.0583
PP 1.0533 1.0566
S1 1.0533 1.0550

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

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