CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 1.0614 1.0585 -0.0029 -0.3% 1.0692
High 1.0638 1.0632 -0.0006 -0.1% 1.0748
Low 1.0547 1.0562 0.0015 0.1% 1.0547
Close 1.0592 1.0604 0.0012 0.1% 1.0604
Range 0.0091 0.0070 -0.0021 -23.1% 0.0201
ATR 0.0114 0.0110 -0.0003 -2.7% 0.0000
Volume 28,804 29,001 197 0.7% 150,557
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0809 1.0777 1.0643
R3 1.0739 1.0707 1.0623
R2 1.0669 1.0669 1.0617
R1 1.0637 1.0637 1.0610 1.0653
PP 1.0599 1.0599 1.0599 1.0608
S1 1.0567 1.0567 1.0598 1.0583
S2 1.0529 1.0529 1.0591
S3 1.0459 1.0497 1.0585
S4 1.0389 1.0427 1.0566
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1236 1.1121 1.0715
R3 1.1035 1.0920 1.0659
R2 1.0834 1.0834 1.0641
R1 1.0719 1.0719 1.0622 1.0676
PP 1.0633 1.0633 1.0633 1.0612
S1 1.0518 1.0518 1.0586 1.0475
S2 1.0432 1.0432 1.0567
S3 1.0231 1.0317 1.0549
S4 1.0030 1.0116 1.0493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0748 1.0547 0.0201 1.9% 0.0084 0.8% 28% False False 30,111
10 1.0909 1.0547 0.0362 3.4% 0.0103 1.0% 16% False False 32,611
20 1.0962 1.0401 0.0561 5.3% 0.0122 1.2% 36% False False 21,824
40 1.0962 1.0186 0.0776 7.3% 0.0109 1.0% 54% False False 11,037
60 1.0962 1.0186 0.0776 7.3% 0.0083 0.8% 54% False False 7,360
80 1.0962 1.0186 0.0776 7.3% 0.0065 0.6% 54% False False 5,521
100 1.1026 1.0186 0.0840 7.9% 0.0052 0.5% 50% False False 4,417
120 1.1048 1.0186 0.0862 8.1% 0.0044 0.4% 48% False False 3,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0930
2.618 1.0815
1.618 1.0745
1.000 1.0702
0.618 1.0675
HIGH 1.0632
0.618 1.0605
0.500 1.0597
0.382 1.0589
LOW 1.0562
0.618 1.0519
1.000 1.0492
1.618 1.0449
2.618 1.0379
4.250 1.0265
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 1.0602 1.0613
PP 1.0599 1.0610
S1 1.0597 1.0607

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

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