CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 1.0686 1.0683 -0.0003 0.0% 1.0633
High 1.0716 1.0683 -0.0033 -0.3% 1.0820
Low 1.0686 1.0672 -0.0014 -0.1% 1.0633
Close 1.0702 1.0672 -0.0030 -0.3% 1.0702
Range 0.0030 0.0011 -0.0019 -63.3% 0.0187
ATR 0.0057 0.0055 -0.0002 -3.4% 0.0000
Volume 7 4 -3 -42.9% 27
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 1.0709 1.0701 1.0678
R3 1.0698 1.0690 1.0675
R2 1.0687 1.0687 1.0674
R1 1.0679 1.0679 1.0673 1.0678
PP 1.0676 1.0676 1.0676 1.0675
S1 1.0668 1.0668 1.0671 1.0667
S2 1.0665 1.0665 1.0670
S3 1.0654 1.0657 1.0669
S4 1.0643 1.0646 1.0666
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.1279 1.1178 1.0805
R3 1.1092 1.0991 1.0753
R2 1.0905 1.0905 1.0736
R1 1.0804 1.0804 1.0719 1.0855
PP 1.0718 1.0718 1.0718 1.0744
S1 1.0617 1.0617 1.0685 1.0668
S2 1.0531 1.0531 1.0668
S3 1.0344 1.0430 1.0651
S4 1.0157 1.0243 1.0599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0820 1.0672 0.0148 1.4% 0.0034 0.3% 0% False True 5
10 1.0820 1.0580 0.0240 2.2% 0.0034 0.3% 38% False False 5
20 1.0875 1.0580 0.0295 2.8% 0.0028 0.3% 31% False False 7
40 1.0875 1.0500 0.0375 3.5% 0.0022 0.2% 46% False False 5
60 1.0933 1.0500 0.0433 4.1% 0.0015 0.1% 40% False False 4
80 1.1048 1.0500 0.0548 5.1% 0.0011 0.1% 31% False False 3
100 1.1048 1.0500 0.0548 5.1% 0.0009 0.1% 31% False False 2
120 1.1048 1.0500 0.0548 5.1% 0.0008 0.1% 31% False False 2
Crabel Price Patterns
NR True
NR4 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0730
2.618 1.0712
1.618 1.0701
1.000 1.0694
0.618 1.0690
HIGH 1.0683
0.618 1.0679
0.500 1.0678
0.382 1.0676
LOW 1.0672
0.618 1.0665
1.000 1.0661
1.618 1.0654
2.618 1.0643
4.250 1.0625
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 1.0678 1.0694
PP 1.0676 1.0687
S1 1.0674 1.0679

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

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