CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 1.0427 1.0303 -0.0124 -1.2% 1.0459
High 1.0427 1.0303 -0.0124 -1.2% 1.0459
Low 1.0427 1.0303 -0.0124 -1.2% 1.0303
Close 1.0427 1.0303 -0.0124 -1.2% 1.0303
Range
ATR 0.0055 0.0060 0.0005 9.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0303 1.0303 1.0303
R3 1.0303 1.0303 1.0303
R2 1.0303 1.0303 1.0303
R1 1.0303 1.0303 1.0303 1.0303
PP 1.0303 1.0303 1.0303 1.0303
S1 1.0303 1.0303 1.0303 1.0303
S2 1.0303 1.0303 1.0303
S3 1.0303 1.0303 1.0303
S4 1.0303 1.0303 1.0303
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0823 1.0719 1.0389
R3 1.0667 1.0563 1.0346
R2 1.0511 1.0511 1.0332
R1 1.0407 1.0407 1.0317 1.0381
PP 1.0355 1.0355 1.0355 1.0342
S1 1.0251 1.0251 1.0289 1.0225
S2 1.0199 1.0199 1.0274
S3 1.0043 1.0095 1.0260
S4 0.9887 0.9939 1.0217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0459 1.0303 0.0156 1.5% 0.0000 0.0% 0% False True 2
10 1.0719 1.0303 0.0416 4.0% 0.0007 0.1% 0% False True 2
20 1.0833 1.0303 0.0530 5.1% 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 1.0303
2.618 1.0303
1.618 1.0303
1.000 1.0303
0.618 1.0303
HIGH 1.0303
0.618 1.0303
0.500 1.0303
0.382 1.0303
LOW 1.0303
0.618 1.0303
1.000 1.0303
1.618 1.0303
2.618 1.0303
4.250 1.0303
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 1.0303 1.0365
PP 1.0303 1.0344
S1 1.0303 1.0324

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

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