CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 1.0733 1.0571 -0.0162 -1.5% 1.0600
High 1.0742 1.0571 -0.0171 -1.6% 1.0654
Low 1.0576 1.0571 -0.0005 0.0% 1.0577
Close 1.0576 1.0571 -0.0005 0.0% 1.0652
Range 0.0166 0.0000 -0.0166 -100.0% 0.0077
ATR 0.0052 0.0049 -0.0003 -6.5% 0.0000
Volume 2 17 15 750.0% 5
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0571 1.0571 1.0571
R3 1.0571 1.0571 1.0571
R2 1.0571 1.0571 1.0571
R1 1.0571 1.0571 1.0571 1.0571
PP 1.0571 1.0571 1.0571 1.0571
S1 1.0571 1.0571 1.0571 1.0571
S2 1.0571 1.0571 1.0571
S3 1.0571 1.0571 1.0571
S4 1.0571 1.0571 1.0571
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0859 1.0832 1.0694
R3 1.0782 1.0755 1.0673
R2 1.0705 1.0705 1.0666
R1 1.0678 1.0678 1.0659 1.0692
PP 1.0628 1.0628 1.0628 1.0634
S1 1.0601 1.0601 1.0645 1.0615
S2 1.0551 1.0551 1.0638
S3 1.0474 1.0524 1.0631
S4 1.0397 1.0447 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0742 1.0571 0.0171 1.6% 0.0034 0.3% 0% False True 4
10 1.0742 1.0522 0.0220 2.1% 0.0017 0.2% 22% False False 2
20 1.0768 1.0522 0.0246 2.3% 0.0009 0.1% 20% False False 1
40 1.1048 1.0522 0.0526 5.0% 0.0005 0.0% 9% False False 1
60 1.1048 1.0522 0.0526 5.0% 0.0003 0.0% 9% False False 1
80 1.1048 1.0522 0.0526 5.0% 0.0002 0.0% 9% False False 1
100 1.1048 1.0522 0.0526 5.0% 0.0002 0.0% 9% False False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0571
2.618 1.0571
1.618 1.0571
1.000 1.0571
0.618 1.0571
HIGH 1.0571
0.618 1.0571
0.500 1.0571
0.382 1.0571
LOW 1.0571
0.618 1.0571
1.000 1.0571
1.618 1.0571
2.618 1.0571
4.250 1.0571
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 1.0571 1.0657
PP 1.0571 1.0628
S1 1.0571 1.0600

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

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