CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 1.0365 1.0436 0.0071 0.7% 1.0683
High 1.0368 1.0449 0.0081 0.8% 1.0721
Low 1.0282 1.0415 0.0133 1.3% 1.0400
Close 1.0368 1.0415 0.0047 0.5% 1.0465
Range 0.0086 0.0034 -0.0052 -60.5% 0.0321
ATR 0.0071 0.0072 0.0001 1.0% 0.0000
Volume 22 20 -2 -9.1% 38
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 1.0528 1.0506 1.0434
R3 1.0494 1.0472 1.0424
R2 1.0460 1.0460 1.0421
R1 1.0438 1.0438 1.0418 1.0432
PP 1.0426 1.0426 1.0426 1.0424
S1 1.0404 1.0404 1.0412 1.0398
S2 1.0392 1.0392 1.0409
S3 1.0358 1.0370 1.0406
S4 1.0324 1.0336 1.0396
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1492 1.1299 1.0642
R3 1.1171 1.0978 1.0553
R2 1.0850 1.0850 1.0524
R1 1.0657 1.0657 1.0494 1.0593
PP 1.0529 1.0529 1.0529 1.0497
S1 1.0336 1.0336 1.0436 1.0272
S2 1.0208 1.0208 1.0406
S3 0.9887 1.0015 1.0377
S4 0.9566 0.9694 1.0288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0550 1.0282 0.0268 2.6% 0.0085 0.8% 50% False False 49
10 1.0721 1.0282 0.0439 4.2% 0.0072 0.7% 30% False False 27
20 1.0820 1.0282 0.0538 5.2% 0.0055 0.5% 25% False False 17
40 1.0875 1.0282 0.0593 5.7% 0.0039 0.4% 22% False False 11
60 1.0875 1.0282 0.0593 5.7% 0.0026 0.3% 22% False False 8
80 1.1048 1.0282 0.0766 7.4% 0.0020 0.2% 17% False False 6
100 1.1048 1.0282 0.0766 7.4% 0.0016 0.2% 17% False False 5
120 1.1048 1.0282 0.0766 7.4% 0.0013 0.1% 17% False False 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0594
2.618 1.0538
1.618 1.0504
1.000 1.0483
0.618 1.0470
HIGH 1.0449
0.618 1.0436
0.500 1.0432
0.382 1.0428
LOW 1.0415
0.618 1.0394
1.000 1.0381
1.618 1.0360
2.618 1.0326
4.250 1.0271
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 1.0432 1.0405
PP 1.0426 1.0395
S1 1.0421 1.0385

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

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