CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 1.0775 1.0720 -0.0055 -0.5% 1.0839
High 1.0810 1.0727 -0.0083 -0.8% 1.0903
Low 1.0740 1.0699 -0.0041 -0.4% 1.0699
Close 1.0800 1.0727 -0.0073 -0.7% 1.0727
Range 0.0070 0.0028 -0.0042 -60.0% 0.0204
ATR 0.0072 0.0074 0.0002 2.9% 0.0000
Volume 3 27 24 800.0% 39
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0802 1.0792 1.0742
R3 1.0774 1.0764 1.0735
R2 1.0746 1.0746 1.0732
R1 1.0736 1.0736 1.0730 1.0741
PP 1.0718 1.0718 1.0718 1.0720
S1 1.0708 1.0708 1.0724 1.0713
S2 1.0690 1.0690 1.0722
S3 1.0662 1.0680 1.0719
S4 1.0634 1.0652 1.0712
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1388 1.1262 1.0839
R3 1.1184 1.1058 1.0783
R2 1.0980 1.0980 1.0764
R1 1.0854 1.0854 1.0746 1.0815
PP 1.0776 1.0776 1.0776 1.0757
S1 1.0650 1.0650 1.0708 1.0611
S2 1.0572 1.0572 1.0690
S3 1.0368 1.0446 1.0671
S4 1.0164 1.0242 1.0615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0903 1.0699 0.0204 1.9% 0.0046 0.4% 14% False True 7
10 1.0963 1.0699 0.0264 2.5% 0.0037 0.3% 11% False True 4
20 1.0963 1.0299 0.0664 6.2% 0.0018 0.2% 64% False False 2
40 1.0963 1.0230 0.0733 6.8% 0.0011 0.1% 68% False False 2
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0846
2.618 1.0800
1.618 1.0772
1.000 1.0755
0.618 1.0744
HIGH 1.0727
0.618 1.0716
0.500 1.0713
0.382 1.0710
LOW 1.0699
0.618 1.0682
1.000 1.0671
1.618 1.0654
2.618 1.0626
4.250 1.0580
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 1.0722 1.0801
PP 1.0718 1.0776
S1 1.0713 1.0752

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

View Archives - Comment on this page... - Back to Index of Symbols