CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 1.0489 1.0565 0.0076 0.7% 1.0361
High 1.0642 1.0600 -0.0042 -0.4% 1.0642
Low 1.0362 1.0517 0.0155 1.5% 1.0259
Close 1.0573 1.0569 -0.0004 0.0% 1.0569
Range 0.0280 0.0083 -0.0197 -70.4% 0.0383
ATR 0.0127 0.0124 -0.0003 -2.5% 0.0000
Volume 49,318 30,540 -18,778 -38.1% 187,530
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0811 1.0773 1.0615
R3 1.0728 1.0690 1.0592
R2 1.0645 1.0645 1.0584
R1 1.0607 1.0607 1.0577 1.0626
PP 1.0562 1.0562 1.0562 1.0572
S1 1.0524 1.0524 1.0561 1.0543
S2 1.0479 1.0479 1.0554
S3 1.0396 1.0441 1.0546
S4 1.0313 1.0358 1.0523
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1639 1.1487 1.0780
R3 1.1256 1.1104 1.0674
R2 1.0873 1.0873 1.0639
R1 1.0721 1.0721 1.0604 1.0797
PP 1.0490 1.0490 1.0490 1.0528
S1 1.0338 1.0338 1.0534 1.0414
S2 1.0107 1.0107 1.0499
S3 0.9724 0.9955 1.0464
S4 0.9341 0.9572 1.0358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0642 1.0259 0.0383 3.6% 0.0142 1.3% 81% False False 37,506
10 1.0642 1.0259 0.0383 3.6% 0.0126 1.2% 81% False False 34,700
20 1.0909 1.0259 0.0650 6.2% 0.0115 1.1% 48% False False 34,480
40 1.0962 1.0186 0.0776 7.3% 0.0122 1.2% 49% False False 18,980
60 1.0962 1.0186 0.0776 7.3% 0.0099 0.9% 49% False False 12,659
80 1.0962 1.0186 0.0776 7.3% 0.0080 0.8% 49% False False 9,496
100 1.0962 1.0186 0.0776 7.3% 0.0064 0.6% 49% False False 7,597
120 1.1048 1.0186 0.0862 8.2% 0.0054 0.5% 44% False False 6,331
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0953
2.618 1.0817
1.618 1.0734
1.000 1.0683
0.618 1.0651
HIGH 1.0600
0.618 1.0568
0.500 1.0559
0.382 1.0549
LOW 1.0517
0.618 1.0466
1.000 1.0434
1.618 1.0383
2.618 1.0300
4.250 1.0164
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 1.0566 1.0531
PP 1.0562 1.0493
S1 1.0559 1.0455

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

View Archives - Comment on this page... - Back to Index of Symbols