CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 1.0741 1.0728 -0.0013 -0.1% 1.0565
High 1.0741 1.0757 0.0016 0.1% 1.0741
Low 1.0710 1.0725 0.0015 0.1% 1.0559
Close 1.0710 1.0757 0.0047 0.4% 1.0741
Range 0.0031 0.0032 0.0001 3.2% 0.0182
ATR 0.0049 0.0049 0.0000 -0.3% 0.0000
Volume 16 4 -12 -75.0% 14
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0842 1.0832 1.0775
R3 1.0810 1.0800 1.0766
R2 1.0778 1.0778 1.0763
R1 1.0768 1.0768 1.0760 1.0773
PP 1.0746 1.0746 1.0746 1.0749
S1 1.0736 1.0736 1.0754 1.0741
S2 1.0714 1.0714 1.0751
S3 1.0682 1.0704 1.0748
S4 1.0650 1.0672 1.0739
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1226 1.1166 1.0841
R3 1.1044 1.0984 1.0791
R2 1.0862 1.0862 1.0774
R1 1.0802 1.0802 1.0758 1.0832
PP 1.0680 1.0680 1.0680 1.0696
S1 1.0620 1.0620 1.0724 1.0650
S2 1.0498 1.0498 1.0708
S3 1.0316 1.0438 1.0691
S4 1.0134 1.0256 1.0641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0757 1.0608 0.0149 1.4% 0.0030 0.3% 100% True False 5
10 1.0757 1.0500 0.0257 2.4% 0.0019 0.2% 100% True False 6
20 1.0757 1.0500 0.0257 2.4% 0.0018 0.2% 100% True False 3
40 1.0927 1.0500 0.0427 4.0% 0.0010 0.1% 60% False False 2
60 1.1048 1.0500 0.0548 5.1% 0.0006 0.1% 47% False False 2
80 1.1048 1.0500 0.0548 5.1% 0.0005 0.0% 47% False False 1
100 1.1048 1.0500 0.0548 5.1% 0.0004 0.0% 47% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0893
2.618 1.0841
1.618 1.0809
1.000 1.0789
0.618 1.0777
HIGH 1.0757
0.618 1.0745
0.500 1.0741
0.382 1.0737
LOW 1.0725
0.618 1.0705
1.000 1.0693
1.618 1.0673
2.618 1.0641
4.250 1.0589
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 1.0752 1.0740
PP 1.0746 1.0722
S1 1.0741 1.0705

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

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