CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 1.0429 1.0459 0.0030 0.3% 1.0685
High 1.0478 1.0459 -0.0019 -0.2% 1.0719
Low 1.0429 1.0459 0.0030 0.3% 1.0429
Close 1.0478 1.0459 -0.0019 -0.2% 1.0478
Range 0.0049 0.0000 -0.0049 -100.0% 0.0290
ATR 0.0061 0.0058 -0.0003 -4.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 1.0459 1.0459 1.0459
R3 1.0459 1.0459 1.0459
R2 1.0459 1.0459 1.0459
R1 1.0459 1.0459 1.0459 1.0459
PP 1.0459 1.0459 1.0459 1.0459
S1 1.0459 1.0459 1.0459 1.0459
S2 1.0459 1.0459 1.0459
S3 1.0459 1.0459 1.0459
S4 1.0459 1.0459 1.0459
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1412 1.1235 1.0638
R3 1.1122 1.0945 1.0558
R2 1.0832 1.0832 1.0531
R1 1.0655 1.0655 1.0505 1.0599
PP 1.0542 1.0542 1.0542 1.0514
S1 1.0365 1.0365 1.0451 1.0309
S2 1.0252 1.0252 1.0425
S3 0.9962 1.0075 1.0398
S4 0.9672 0.9785 1.0319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0719 1.0429 0.0290 2.8% 0.0014 0.1% 10% False False 2
10 1.0833 1.0429 0.0404 3.9% 0.0007 0.1% 7% False False 2
20 1.0891 1.0429 0.0462 4.4% 0.0003 0.0% 6% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0459
2.618 1.0459
1.618 1.0459
1.000 1.0459
0.618 1.0459
HIGH 1.0459
0.618 1.0459
0.500 1.0459
0.382 1.0459
LOW 1.0459
0.618 1.0459
1.000 1.0459
1.618 1.0459
2.618 1.0459
4.250 1.0459
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 1.0459 1.0507
PP 1.0459 1.0491
S1 1.0459 1.0475

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

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