CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.0723 1.0715 -0.0008 -0.1% 1.0704
High 1.0723 1.0715 -0.0008 -0.1% 1.0833
Low 1.0723 1.0715 -0.0008 -0.1% 1.0704
Close 1.0723 1.0715 -0.0008 -0.1% 1.0715
Range
ATR 0.0055 0.0051 -0.0003 -6.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0715 1.0715 1.0715
R3 1.0715 1.0715 1.0715
R2 1.0715 1.0715 1.0715
R1 1.0715 1.0715 1.0715 1.0715
PP 1.0715 1.0715 1.0715 1.0715
S1 1.0715 1.0715 1.0715 1.0715
S2 1.0715 1.0715 1.0715
S3 1.0715 1.0715 1.0715
S4 1.0715 1.0715 1.0715
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.1138 1.1055 1.0786
R3 1.1009 1.0926 1.0750
R2 1.0880 1.0880 1.0739
R1 1.0797 1.0797 1.0727 1.0839
PP 1.0751 1.0751 1.0751 1.0771
S1 1.0668 1.0668 1.0703 1.0710
S2 1.0622 1.0622 1.0691
S3 1.0493 1.0539 1.0680
S4 1.0364 1.0410 1.0644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0833 1.0704 0.0129 1.2% 0.0000 0.0% 9% False False 2
10 1.0833 1.0596 0.0237 2.2% 0.0000 0.0% 50% False False 2
20 1.0891 1.0596 0.0295 2.8% 0.0000 0.0% 40% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0715
2.618 1.0715
1.618 1.0715
1.000 1.0715
0.618 1.0715
HIGH 1.0715
0.618 1.0715
0.500 1.0715
0.382 1.0715
LOW 1.0715
0.618 1.0715
1.000 1.0715
1.618 1.0715
2.618 1.0715
4.250 1.0715
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.0715 1.0774
PP 1.0715 1.0754
S1 1.0715 1.0735

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

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