CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.0419 1.0299 -0.0120 -1.2% 1.0376
High 1.0419 1.0299 -0.0120 -1.2% 1.0419
Low 1.0419 1.0299 -0.0120 -1.2% 1.0230
Close 1.0419 1.0299 -0.0120 -1.2% 1.0419
Range
ATR 0.0067 0.0071 0.0004 5.7% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.0299 1.0299 1.0299
R3 1.0299 1.0299 1.0299
R2 1.0299 1.0299 1.0299
R1 1.0299 1.0299 1.0299 1.0299
PP 1.0299 1.0299 1.0299 1.0299
S1 1.0299 1.0299 1.0299 1.0299
S2 1.0299 1.0299 1.0299
S3 1.0299 1.0299 1.0299
S4 1.0299 1.0299 1.0299
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0923 1.0860 1.0523
R3 1.0734 1.0671 1.0471
R2 1.0545 1.0545 1.0454
R1 1.0482 1.0482 1.0436 1.0514
PP 1.0356 1.0356 1.0356 1.0372
S1 1.0293 1.0293 1.0402 1.0325
S2 1.0167 1.0167 1.0384
S3 0.9978 1.0104 1.0367
S4 0.9789 0.9915 1.0315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0419 1.0230 0.0189 1.8% 0.0000 0.0% 37% False False 1
10 1.0427 1.0230 0.0197 1.9% 0.0000 0.0% 35% False False 1
20 1.0833 1.0230 0.0603 5.9% 0.0003 0.0% 11% False False 1
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 1.0299
2.618 1.0299
1.618 1.0299
1.000 1.0299
0.618 1.0299
HIGH 1.0299
0.618 1.0299
0.500 1.0299
0.382 1.0299
LOW 1.0299
0.618 1.0299
1.000 1.0299
1.618 1.0299
2.618 1.0299
4.250 1.0299
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.0299 1.0359
PP 1.0299 1.0339
S1 1.0299 1.0319

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

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