CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 1.0595 1.0520 -0.0075 -0.7% 1.0685
High 1.0600 1.0538 -0.0062 -0.6% 1.0750
Low 1.0568 1.0520 -0.0048 -0.5% 1.0600
Close 1.0592 1.0538 -0.0054 -0.5% 1.0616
Range 0.0032 0.0018 -0.0014 -43.8% 0.0150
ATR 0.0064 0.0065 0.0001 0.9% 0.0000
Volume 2 4 2 100.0% 22
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0586 1.0580 1.0548
R3 1.0568 1.0562 1.0543
R2 1.0550 1.0550 1.0541
R1 1.0544 1.0544 1.0540 1.0547
PP 1.0532 1.0532 1.0532 1.0534
S1 1.0526 1.0526 1.0536 1.0529
S2 1.0514 1.0514 1.0535
S3 1.0496 1.0508 1.0533
S4 1.0478 1.0490 1.0528
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1105 1.1011 1.0699
R3 1.0955 1.0861 1.0657
R2 1.0805 1.0805 1.0644
R1 1.0711 1.0711 1.0630 1.0683
PP 1.0655 1.0655 1.0655 1.0642
S1 1.0561 1.0561 1.0602 1.0533
S2 1.0505 1.0505 1.0589
S3 1.0355 1.0411 1.0575
S4 1.0205 1.0261 1.0534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0625 1.0520 0.0105 1.0% 0.0012 0.1% 17% False True 3
10 1.0903 1.0520 0.0383 3.6% 0.0039 0.4% 5% False True 6
20 1.0963 1.0520 0.0443 4.2% 0.0026 0.2% 4% False True 3
40 1.0963 1.0230 0.0733 7.0% 0.0015 0.1% 42% False False 2
60 1.0963 1.0230 0.0733 7.0% 0.0010 0.1% 42% 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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0615
2.618 1.0585
1.618 1.0567
1.000 1.0556
0.618 1.0549
HIGH 1.0538
0.618 1.0531
0.500 1.0529
0.382 1.0527
LOW 1.0520
0.618 1.0509
1.000 1.0502
1.618 1.0491
2.618 1.0473
4.250 1.0444
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 1.0535 1.0568
PP 1.0532 1.0558
S1 1.0529 1.0548

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

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