CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.0565 1.0571 0.0006 0.1% 1.0361
High 1.0600 1.0580 -0.0020 -0.2% 1.0642
Low 1.0517 1.0494 -0.0023 -0.2% 1.0259
Close 1.0569 1.0554 -0.0015 -0.1% 1.0569
Range 0.0083 0.0086 0.0003 3.6% 0.0383
ATR 0.0124 0.0121 -0.0003 -2.2% 0.0000
Volume 30,540 22,683 -7,857 -25.7% 187,530
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0801 1.0763 1.0601
R3 1.0715 1.0677 1.0578
R2 1.0629 1.0629 1.0570
R1 1.0591 1.0591 1.0562 1.0567
PP 1.0543 1.0543 1.0543 1.0531
S1 1.0505 1.0505 1.0546 1.0481
S2 1.0457 1.0457 1.0538
S3 1.0371 1.0419 1.0530
S4 1.0285 1.0333 1.0507
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% 0.0151 1.4% 77% False False 37,342
10 1.0642 1.0259 0.0383 3.6% 0.0128 1.2% 77% False False 34,069
20 1.0909 1.0259 0.0650 6.2% 0.0115 1.1% 45% False False 33,340
40 1.0962 1.0186 0.0776 7.4% 0.0123 1.2% 47% False False 19,547
60 1.0962 1.0186 0.0776 7.4% 0.0101 1.0% 47% False False 13,037
80 1.0962 1.0186 0.0776 7.4% 0.0081 0.8% 47% False False 9,779
100 1.0962 1.0186 0.0776 7.4% 0.0065 0.6% 47% False False 7,824
120 1.1048 1.0186 0.0862 8.2% 0.0054 0.5% 43% False False 6,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0946
2.618 1.0805
1.618 1.0719
1.000 1.0666
0.618 1.0633
HIGH 1.0580
0.618 1.0547
0.500 1.0537
0.382 1.0527
LOW 1.0494
0.618 1.0441
1.000 1.0408
1.618 1.0355
2.618 1.0269
4.250 1.0129
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.0548 1.0537
PP 1.0543 1.0519
S1 1.0537 1.0502

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

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