CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.0742 1.0777 0.0035 0.3% 1.0741
High 1.0790 1.0777 -0.0013 -0.1% 1.0790
Low 1.0742 1.0777 0.0035 0.3% 1.0710
Close 1.0768 1.0777 0.0009 0.1% 1.0777
Range 0.0048 0.0000 -0.0048 -100.0% 0.0080
ATR 0.0047 0.0045 -0.0003 -5.8% 0.0000
Volume 12 7 -5 -41.7% 51
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0777 1.0777 1.0777
R3 1.0777 1.0777 1.0777
R2 1.0777 1.0777 1.0777
R1 1.0777 1.0777 1.0777 1.0777
PP 1.0777 1.0777 1.0777 1.0777
S1 1.0777 1.0777 1.0777 1.0777
S2 1.0777 1.0777 1.0777
S3 1.0777 1.0777 1.0777
S4 1.0777 1.0777 1.0777
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0999 1.0968 1.0821
R3 1.0919 1.0888 1.0799
R2 1.0839 1.0839 1.0792
R1 1.0808 1.0808 1.0784 1.0824
PP 1.0759 1.0759 1.0759 1.0767
S1 1.0728 1.0728 1.0770 1.0744
S2 1.0679 1.0679 1.0762
S3 1.0599 1.0648 1.0755
S4 1.0519 1.0568 1.0733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0790 1.0710 0.0080 0.7% 0.0022 0.2% 84% False False 10
10 1.0790 1.0559 0.0231 2.1% 0.0022 0.2% 94% False False 6
20 1.0790 1.0500 0.0290 2.7% 0.0020 0.2% 96% False False 5
40 1.0870 1.0500 0.0370 3.4% 0.0011 0.1% 75% False False 3
60 1.1048 1.0500 0.0548 5.1% 0.0007 0.1% 51% False False 2
80 1.1048 1.0500 0.0548 5.1% 0.0005 0.0% 51% False False 2
100 1.1048 1.0500 0.0548 5.1% 0.0004 0.0% 51% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0777
2.618 1.0777
1.618 1.0777
1.000 1.0777
0.618 1.0777
HIGH 1.0777
0.618 1.0777
0.500 1.0777
0.382 1.0777
LOW 1.0777
0.618 1.0777
1.000 1.0777
1.618 1.0777
2.618 1.0777
4.250 1.0777
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.0777 1.0773
PP 1.0777 1.0768
S1 1.0777 1.0764

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

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