CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 1.0459 1.0379 -0.0080 -0.8% 1.0685
High 1.0459 1.0379 -0.0080 -0.8% 1.0719
Low 1.0459 1.0379 -0.0080 -0.8% 1.0429
Close 1.0459 1.0379 -0.0080 -0.8% 1.0478
Range
ATR 0.0058 0.0060 0.0002 2.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0379 1.0379 1.0379
R3 1.0379 1.0379 1.0379
R2 1.0379 1.0379 1.0379
R1 1.0379 1.0379 1.0379 1.0379
PP 1.0379 1.0379 1.0379 1.0379
S1 1.0379 1.0379 1.0379 1.0379
S2 1.0379 1.0379 1.0379
S3 1.0379 1.0379 1.0379
S4 1.0379 1.0379 1.0379
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 1.0379 0.0340 3.3% 0.0014 0.1% 0% False True 2
10 1.0833 1.0379 0.0454 4.4% 0.0007 0.1% 0% False True 2
20 1.0833 1.0379 0.0454 4.4% 0.0003 0.0% 0% False True 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 1.0379
2.618 1.0379
1.618 1.0379
1.000 1.0379
0.618 1.0379
HIGH 1.0379
0.618 1.0379
0.500 1.0379
0.382 1.0379
LOW 1.0379
0.618 1.0379
1.000 1.0379
1.618 1.0379
2.618 1.0379
4.250 1.0379
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 1.0379 1.0429
PP 1.0379 1.0412
S1 1.0379 1.0396

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

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