CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 1.0583 1.0580 -0.0003 0.0% 1.0749
High 1.0583 1.0595 0.0012 0.1% 1.0875
Low 1.0580 1.0580 0.0000 0.0% 1.0720
Close 1.0581 1.0595 0.0014 0.1% 1.0732
Range 0.0003 0.0015 0.0012 400.0% 0.0155
ATR 0.0055 0.0052 -0.0003 -5.2% 0.0000
Volume 1 3 2 200.0% 40
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0635 1.0630 1.0603
R3 1.0620 1.0615 1.0599
R2 1.0605 1.0605 1.0598
R1 1.0600 1.0600 1.0596 1.0603
PP 1.0590 1.0590 1.0590 1.0591
S1 1.0585 1.0585 1.0594 1.0588
S2 1.0575 1.0575 1.0592
S3 1.0560 1.0570 1.0591
S4 1.0545 1.0555 1.0587
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1241 1.1141 1.0817
R3 1.1086 1.0986 1.0775
R2 1.0931 1.0931 1.0760
R1 1.0831 1.0831 1.0746 1.0804
PP 1.0776 1.0776 1.0776 1.0762
S1 1.0676 1.0676 1.0718 1.0649
S2 1.0621 1.0621 1.0704
S3 1.0466 1.0521 1.0689
S4 1.0311 1.0366 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0780 1.0580 0.0200 1.9% 0.0031 0.3% 8% False True 9
10 1.0875 1.0580 0.0295 2.8% 0.0020 0.2% 5% False True 8
20 1.0875 1.0558 0.0317 3.0% 0.0021 0.2% 12% False False 7
40 1.0875 1.0500 0.0375 3.5% 0.0015 0.1% 25% False False 4
60 1.1048 1.0500 0.0548 5.2% 0.0010 0.1% 17% False False 3
80 1.1048 1.0500 0.0548 5.2% 0.0008 0.1% 17% False False 3
100 1.1048 1.0500 0.0548 5.2% 0.0006 0.1% 17% False False 2
120 1.1048 1.0500 0.0548 5.2% 0.0006 0.1% 17% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0659
2.618 1.0634
1.618 1.0619
1.000 1.0610
0.618 1.0604
HIGH 1.0595
0.618 1.0589
0.500 1.0588
0.382 1.0586
LOW 1.0580
0.618 1.0571
1.000 1.0565
1.618 1.0556
2.618 1.0541
4.250 1.0516
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 1.0593 1.0613
PP 1.0590 1.0607
S1 1.0588 1.0601

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

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