CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 1.0558 1.0565 0.0007 0.1% 1.0733
High 1.0562 1.0586 0.0024 0.2% 1.0742
Low 1.0558 1.0565 0.0007 0.1% 1.0500
Close 1.0562 1.0586 0.0024 0.2% 1.0562
Range 0.0004 0.0021 0.0017 425.0% 0.0242
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 37
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0642 1.0635 1.0598
R3 1.0621 1.0614 1.0592
R2 1.0600 1.0600 1.0590
R1 1.0593 1.0593 1.0588 1.0597
PP 1.0579 1.0579 1.0579 1.0581
S1 1.0572 1.0572 1.0584 1.0576
S2 1.0558 1.0558 1.0582
S3 1.0537 1.0551 1.0580
S4 1.0516 1.0530 1.0574
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1327 1.1187 1.0695
R3 1.1085 1.0945 1.0629
R2 1.0843 1.0843 1.0606
R1 1.0703 1.0703 1.0584 1.0652
PP 1.0601 1.0601 1.0601 1.0576
S1 1.0461 1.0461 1.0540 1.0410
S2 1.0359 1.0359 1.0518
S3 1.0117 1.0219 1.0495
S4 0.9875 0.9977 1.0429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0742 1.0500 0.0242 2.3% 0.0041 0.4% 36% False False 7
10 1.0742 1.0500 0.0242 2.3% 0.0021 0.2% 36% False False 4
20 1.0742 1.0500 0.0242 2.3% 0.0010 0.1% 36% False False 2
40 1.1048 1.0500 0.0548 5.2% 0.0006 0.1% 16% False False 1
60 1.1048 1.0500 0.0548 5.2% 0.0004 0.0% 16% False False 1
80 1.1048 1.0500 0.0548 5.2% 0.0003 0.0% 16% False False 1
100 1.1048 1.0500 0.0548 5.2% 0.0002 0.0% 16% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0675
2.618 1.0641
1.618 1.0620
1.000 1.0607
0.618 1.0599
HIGH 1.0586
0.618 1.0578
0.500 1.0576
0.382 1.0573
LOW 1.0565
0.618 1.0552
1.000 1.0544
1.618 1.0531
2.618 1.0510
4.250 1.0476
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 1.0583 1.0572
PP 1.0579 1.0557
S1 1.0576 1.0543

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

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