CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1.0685 1.0667 -0.0018 -0.2% 1.0704
High 1.0685 1.0667 -0.0018 -0.2% 1.0833
Low 1.0685 1.0667 -0.0018 -0.2% 1.0704
Close 1.0685 1.0667 -0.0018 -0.2% 1.0715
Range
ATR 0.0050 0.0048 -0.0002 -4.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1.0667 1.0667 1.0667
R3 1.0667 1.0667 1.0667
R2 1.0667 1.0667 1.0667
R1 1.0667 1.0667 1.0667 1.0667
PP 1.0667 1.0667 1.0667 1.0667
S1 1.0667 1.0667 1.0667 1.0667
S2 1.0667 1.0667 1.0667
S3 1.0667 1.0667 1.0667
S4 1.0667 1.0667 1.0667
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 1.0667 0.0166 1.6% 0.0000 0.0% 0% False True 2
10 1.0833 1.0596 0.0237 2.2% 0.0000 0.0% 30% False False 2
20 1.0891 1.0596 0.0295 2.8% 0.0000 0.0% 24% 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 1.0667
2.618 1.0667
1.618 1.0667
1.000 1.0667
0.618 1.0667
HIGH 1.0667
0.618 1.0667
0.500 1.0667
0.382 1.0667
LOW 1.0667
0.618 1.0667
1.000 1.0667
1.618 1.0667
2.618 1.0667
4.250 1.0667
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1.0667 1.0691
PP 1.0667 1.0683
S1 1.0667 1.0675

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

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