CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 1.0376 1.0331 -0.0045 -0.4% 1.0459
High 1.0376 1.0331 -0.0045 -0.4% 1.0459
Low 1.0376 1.0331 -0.0045 -0.4% 1.0303
Close 1.0376 1.0331 -0.0045 -0.4% 1.0303
Range
ATR 0.0061 0.0060 -0.0001 -1.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 1.0331 1.0331 1.0331
R3 1.0331 1.0331 1.0331
R2 1.0331 1.0331 1.0331
R1 1.0331 1.0331 1.0331 1.0331
PP 1.0331 1.0331 1.0331 1.0331
S1 1.0331 1.0331 1.0331 1.0331
S2 1.0331 1.0331 1.0331
S3 1.0331 1.0331 1.0331
S4 1.0331 1.0331 1.0331
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 1.0427 1.0303 0.0124 1.2% 0.0000 0.0% 23% False False 2
10 1.0719 1.0303 0.0416 4.0% 0.0007 0.1% 7% False False 2
20 1.0833 1.0303 0.0530 5.1% 0.0003 0.0% 5% 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 1.0331
2.618 1.0331
1.618 1.0331
1.000 1.0331
0.618 1.0331
HIGH 1.0331
0.618 1.0331
0.500 1.0331
0.382 1.0331
LOW 1.0331
0.618 1.0331
1.000 1.0331
1.618 1.0331
2.618 1.0331
4.250 1.0331
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 1.0331 1.0340
PP 1.0331 1.0337
S1 1.0331 1.0334

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

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