CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 1.0903 1.0775 -0.0128 -1.2% 1.0744
High 1.0903 1.0810 -0.0093 -0.9% 1.0963
Low 1.0771 1.0740 -0.0031 -0.3% 1.0744
Close 1.0771 1.0800 0.0029 0.3% 1.0865
Range 0.0132 0.0070 -0.0062 -47.0% 0.0219
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0993 1.0967 1.0839
R3 1.0923 1.0897 1.0819
R2 1.0853 1.0853 1.0813
R1 1.0827 1.0827 1.0806 1.0840
PP 1.0783 1.0783 1.0783 1.0790
S1 1.0757 1.0757 1.0794 1.0770
S2 1.0713 1.0713 1.0787
S3 1.0643 1.0687 1.0781
S4 1.0573 1.0617 1.0762
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 1.0903 1.0740 0.0163 1.5% 0.0049 0.5% 37% False True 2
10 1.0963 1.0718 0.0245 2.3% 0.0034 0.3% 33% False False 1
20 1.0963 1.0299 0.0664 6.1% 0.0017 0.2% 75% False False 1
40 1.0963 1.0230 0.0733 6.8% 0.0010 0.1% 78% False False 1
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1108
2.618 1.0993
1.618 1.0923
1.000 1.0880
0.618 1.0853
HIGH 1.0810
0.618 1.0783
0.500 1.0775
0.382 1.0767
LOW 1.0740
0.618 1.0697
1.000 1.0670
1.618 1.0627
2.618 1.0557
4.250 1.0443
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 1.0792 1.0822
PP 1.0783 1.0814
S1 1.0775 1.0807

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

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