CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 1.0565 1.0559 -0.0006 -0.1% 1.0733
High 1.0586 1.0559 -0.0027 -0.3% 1.0742
Low 1.0565 1.0559 -0.0006 -0.1% 1.0500
Close 1.0586 1.0559 -0.0027 -0.3% 1.0562
Range 0.0021 0.0000 -0.0021 -100.0% 0.0242
ATR 0.0048 0.0047 -0.0002 -3.2% 0.0000
Volume 1 4 3 300.0% 37
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0559 1.0559 1.0559
R3 1.0559 1.0559 1.0559
R2 1.0559 1.0559 1.0559
R1 1.0559 1.0559 1.0559 1.0559
PP 1.0559 1.0559 1.0559 1.0559
S1 1.0559 1.0559 1.0559 1.0559
S2 1.0559 1.0559 1.0559
S3 1.0559 1.0559 1.0559
S4 1.0559 1.0559 1.0559
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 1.0586 1.0500 0.0086 0.8% 0.0007 0.1% 69% False False 8
10 1.0742 1.0500 0.0242 2.3% 0.0021 0.2% 24% False False 4
20 1.0742 1.0500 0.0242 2.3% 0.0010 0.1% 24% False False 2
40 1.1044 1.0500 0.0544 5.2% 0.0006 0.1% 11% False False 2
60 1.1048 1.0500 0.0548 5.2% 0.0004 0.0% 11% False False 1
80 1.1048 1.0500 0.0548 5.2% 0.0003 0.0% 11% False False 1
100 1.1048 1.0500 0.0548 5.2% 0.0002 0.0% 11% 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 True
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 1.0559
2.618 1.0559
1.618 1.0559
1.000 1.0559
0.618 1.0559
HIGH 1.0559
0.618 1.0559
0.500 1.0559
0.382 1.0559
LOW 1.0559
0.618 1.0559
1.000 1.0559
1.618 1.0559
2.618 1.0559
4.250 1.0559
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 1.0559 1.0572
PP 1.0559 1.0568
S1 1.0559 1.0563

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

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