CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 1.0822 1.0839 0.0017 0.2% 1.0744
High 1.0865 1.0839 -0.0026 -0.2% 1.0963
Low 1.0822 1.0839 0.0017 0.2% 1.0744
Close 1.0865 1.0839 -0.0026 -0.2% 1.0865
Range 0.0043 0.0000 -0.0043 -100.0% 0.0219
ATR 0.0071 0.0068 -0.0003 -4.5% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0839 1.0839
R3 1.0839 1.0839 1.0839
R2 1.0839 1.0839 1.0839
R1 1.0839 1.0839 1.0839 1.0839
PP 1.0839 1.0839 1.0839 1.0839
S1 1.0839 1.0839 1.0839 1.0839
S2 1.0839 1.0839 1.0839
S3 1.0839 1.0839 1.0839
S4 1.0839 1.0839 1.0839
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1514 1.1409 1.0985
R3 1.1295 1.1190 1.0925
R2 1.1076 1.1076 1.0905
R1 1.0971 1.0971 1.0885 1.1024
PP 1.0857 1.0857 1.0857 1.0884
S1 1.0752 1.0752 1.0845 1.0805
S2 1.0638 1.0638 1.0825
S3 1.0419 1.0533 1.0805
S4 1.0200 1.0314 1.0745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0963 1.0822 0.0141 1.3% 0.0027 0.3% 12% False False 1
10 1.0963 1.0581 0.0382 3.5% 0.0014 0.1% 68% False False 1
20 1.0963 1.0230 0.0733 6.8% 0.0007 0.1% 83% False False 1
40 1.0963 1.0230 0.0733 6.8% 0.0005 0.0% 83% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0839
2.618 1.0839
1.618 1.0839
1.000 1.0839
0.618 1.0839
HIGH 1.0839
0.618 1.0839
0.500 1.0839
0.382 1.0839
LOW 1.0839
0.618 1.0839
1.000 1.0839
1.618 1.0839
2.618 1.0839
4.250 1.0839
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 1.0839 1.0893
PP 1.0839 1.0875
S1 1.0839 1.0857

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

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