CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 1.0749 1.0875 0.0126 1.2% 1.0741
High 1.0749 1.0875 0.0126 1.2% 1.0790
Low 1.0749 1.0875 0.0126 1.2% 1.0710
Close 1.0749 1.0875 0.0126 1.2% 1.0777
Range
ATR 0.0043 0.0049 0.0006 13.6% 0.0000
Volume 7 7 0 0.0% 51
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0875 1.0875 1.0875
R3 1.0875 1.0875 1.0875
R2 1.0875 1.0875 1.0875
R1 1.0875 1.0875 1.0875 1.0875
PP 1.0875 1.0875 1.0875 1.0875
S1 1.0875 1.0875 1.0875 1.0875
S2 1.0875 1.0875 1.0875
S3 1.0875 1.0875 1.0875
S4 1.0875 1.0875 1.0875
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 1.0875 1.0738 0.0137 1.3% 0.0010 0.1% 100% True False 9
10 1.0875 1.0608 0.0267 2.5% 0.0020 0.2% 100% True False 7
20 1.0875 1.0500 0.0375 3.4% 0.0020 0.2% 100% True False 6
40 1.0875 1.0500 0.0375 3.4% 0.0011 0.1% 100% True False 3
60 1.1048 1.0500 0.0548 5.0% 0.0007 0.1% 68% False False 2
80 1.1048 1.0500 0.0548 5.0% 0.0005 0.0% 68% False False 2
100 1.1048 1.0500 0.0548 5.0% 0.0004 0.0% 68% False False 2
Crabel Price Patterns
NR False
NR4 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0875
2.618 1.0875
1.618 1.0875
1.000 1.0875
0.618 1.0875
HIGH 1.0875
0.618 1.0875
0.500 1.0875
0.382 1.0875
LOW 1.0875
0.618 1.0875
1.000 1.0875
1.618 1.0875
2.618 1.0875
4.250 1.0875
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 1.0875 1.0854
PP 1.0875 1.0833
S1 1.0875 1.0812

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

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