CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.0641 1.0779 0.0138 1.3% 1.0299
High 1.0641 1.0779 0.0138 1.3% 1.0509
Low 1.0641 1.0779 0.0138 1.3% 1.0299
Close 1.0641 1.0779 0.0138 1.3% 1.0444
Range
ATR 0.0073 0.0077 0.0005 6.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0779 1.0779 1.0779
R3 1.0779 1.0779 1.0779
R2 1.0779 1.0779 1.0779
R1 1.0779 1.0779 1.0779 1.0779
PP 1.0779 1.0779 1.0779 1.0779
S1 1.0779 1.0779 1.0779 1.0779
S2 1.0779 1.0779 1.0779
S3 1.0779 1.0779 1.0779
S4 1.0779 1.0779 1.0779
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.1047 1.0956 1.0560
R3 1.0837 1.0746 1.0502
R2 1.0627 1.0627 1.0483
R1 1.0536 1.0536 1.0463 1.0582
PP 1.0417 1.0417 1.0417 1.0440
S1 1.0326 1.0326 1.0425 1.0372
S2 1.0207 1.0207 1.0406
S3 0.9997 1.0116 1.0386
S4 0.9787 0.9906 1.0329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0779 1.0444 0.0335 3.1% 0.0000 0.0% 100% True False 1
10 1.0779 1.0299 0.0480 4.5% 0.0000 0.0% 100% True False 1
20 1.0779 1.0230 0.0549 5.1% 0.0003 0.0% 100% True False 1
40 1.0891 1.0230 0.0661 6.1% 0.0002 0.0% 83% 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 1.0779
2.618 1.0779
1.618 1.0779
1.000 1.0779
0.618 1.0779
HIGH 1.0779
0.618 1.0779
0.500 1.0779
0.382 1.0779
LOW 1.0779
0.618 1.0779
1.000 1.0779
1.618 1.0779
2.618 1.0779
4.250 1.0779
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.0779 1.0746
PP 1.0779 1.0713
S1 1.0779 1.0680

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

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