CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1.0625 1.0600 -0.0025 -0.2% 1.0839
High 1.0625 1.0604 -0.0021 -0.2% 1.0903
Low 1.0623 1.0600 -0.0023 -0.2% 1.0699
Close 1.0623 1.0604 -0.0019 -0.2% 1.0727
Range 0.0002 0.0004 0.0002 100.0% 0.0204
ATR 0.0073 0.0070 -0.0004 -4.9% 0.0000
Volume 8 1 -7 -87.5% 39
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0615 1.0613 1.0606
R3 1.0611 1.0609 1.0605
R2 1.0607 1.0607 1.0605
R1 1.0605 1.0605 1.0604 1.0606
PP 1.0603 1.0603 1.0603 1.0603
S1 1.0601 1.0601 1.0604 1.0602
S2 1.0599 1.0599 1.0603
S3 1.0595 1.0597 1.0603
S4 1.0591 1.0593 1.0602
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 1.0750 1.0600 0.0150 1.4% 0.0026 0.2% 3% False True 9
10 1.0903 1.0600 0.0303 2.9% 0.0038 0.4% 1% False True 5
20 1.0963 1.0444 0.0519 4.9% 0.0023 0.2% 31% False False 3
40 1.0963 1.0230 0.0733 6.9% 0.0013 0.1% 51% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0614
1.618 1.0610
1.000 1.0608
0.618 1.0606
HIGH 1.0604
0.618 1.0602
0.500 1.0602
0.382 1.0602
LOW 1.0600
0.618 1.0598
1.000 1.0596
1.618 1.0594
2.618 1.0590
4.250 1.0583
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1.0603 1.0643
PP 1.0603 1.0630
S1 1.0602 1.0617

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

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