CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 1.0833 1.0723 -0.0110 -1.0% 1.0733
High 1.0833 1.0723 -0.0110 -1.0% 1.0733
Low 1.0833 1.0723 -0.0110 -1.0% 1.0596
Close 1.0833 1.0723 -0.0110 -1.0% 1.0639
Range
ATR 0.0050 0.0055 0.0004 8.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1.0723 1.0723 1.0723
R3 1.0723 1.0723 1.0723
R2 1.0723 1.0723 1.0723
R1 1.0723 1.0723 1.0723 1.0723
PP 1.0723 1.0723 1.0723 1.0723
S1 1.0723 1.0723 1.0723 1.0723
S2 1.0723 1.0723 1.0723
S3 1.0723 1.0723 1.0723
S4 1.0723 1.0723 1.0723
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1067 1.0990 1.0714
R3 1.0930 1.0853 1.0677
R2 1.0793 1.0793 1.0664
R1 1.0716 1.0716 1.0652 1.0686
PP 1.0656 1.0656 1.0656 1.0641
S1 1.0579 1.0579 1.0626 1.0549
S2 1.0519 1.0519 1.0614
S3 1.0382 1.0442 1.0601
S4 1.0245 1.0305 1.0564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0833 1.0639 0.0194 1.8% 0.0000 0.0% 43% False False 2
10 1.0833 1.0596 0.0237 2.2% 0.0000 0.0% 54% False False 2
20 1.0891 1.0596 0.0295 2.8% 0.0000 0.0% 43% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0723
2.618 1.0723
1.618 1.0723
1.000 1.0723
0.618 1.0723
HIGH 1.0723
0.618 1.0723
0.500 1.0723
0.382 1.0723
LOW 1.0723
0.618 1.0723
1.000 1.0723
1.618 1.0723
2.618 1.0723
4.250 1.0723
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 1.0723 1.0778
PP 1.0723 1.0760
S1 1.0723 1.0741

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

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