CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1.0527 1.0552 0.0025 0.2% 1.0590
High 1.0593 1.0578 -0.0015 -0.1% 1.0604
Low 1.0508 1.0356 -0.0152 -1.4% 1.0356
Close 1.0572 1.0381 -0.0191 -1.8% 1.0381
Range 0.0085 0.0222 0.0137 161.2% 0.0248
ATR 0.0105 0.0114 0.0008 7.9% 0.0000
Volume 25,127 53,525 28,398 113.0% 130,477
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1104 1.0965 1.0503
R3 1.0882 1.0743 1.0442
R2 1.0660 1.0660 1.0422
R1 1.0521 1.0521 1.0401 1.0480
PP 1.0438 1.0438 1.0438 1.0418
S1 1.0299 1.0299 1.0361 1.0258
S2 1.0216 1.0216 1.0340
S3 0.9994 1.0077 1.0320
S4 0.9772 0.9855 1.0259
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1191 1.1034 1.0517
R3 1.0943 1.0786 1.0449
R2 1.0695 1.0695 1.0426
R1 1.0538 1.0538 1.0404 1.0493
PP 1.0447 1.0447 1.0447 1.0424
S1 1.0290 1.0290 1.0358 1.0245
S2 1.0199 1.0199 1.0336
S3 0.9951 1.0042 1.0313
S4 0.9703 0.9794 1.0245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0632 1.0356 0.0276 2.7% 0.0109 1.1% 9% False True 31,895
10 1.0829 1.0356 0.0473 4.6% 0.0105 1.0% 5% False True 31,378
20 1.0962 1.0356 0.0606 5.8% 0.0113 1.1% 4% False True 28,050
40 1.0962 1.0186 0.0776 7.5% 0.0118 1.1% 25% False False 14,298
60 1.0962 1.0186 0.0776 7.5% 0.0089 0.9% 25% False False 9,534
80 1.0962 1.0186 0.0776 7.5% 0.0071 0.7% 25% False False 7,152
100 1.0962 1.0186 0.0776 7.5% 0.0057 0.6% 25% False False 5,721
120 1.1048 1.0186 0.0862 8.3% 0.0048 0.5% 23% False False 4,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1522
2.618 1.1159
1.618 1.0937
1.000 1.0800
0.618 1.0715
HIGH 1.0578
0.618 1.0493
0.500 1.0467
0.382 1.0441
LOW 1.0356
0.618 1.0219
1.000 1.0134
1.618 0.9997
2.618 0.9775
4.250 0.9413
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1.0467 1.0475
PP 1.0438 1.0444
S1 1.0410 1.0412

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

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