CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1.0559 1.0500 -0.0059 -0.6% 1.0595
High 1.0584 1.0500 -0.0084 -0.8% 1.0600
Low 1.0555 1.0391 -0.0164 -1.6% 1.0391
Close 1.0584 1.0393 -0.0191 -1.8% 1.0393
Range 0.0029 0.0109 0.0080 275.9% 0.0209
ATR 0.0064 0.0073 0.0009 14.6% 0.0000
Volume 1 4 3 300.0% 11
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0755 1.0683 1.0453
R3 1.0646 1.0574 1.0423
R2 1.0537 1.0537 1.0413
R1 1.0465 1.0465 1.0403 1.0447
PP 1.0428 1.0428 1.0428 1.0419
S1 1.0356 1.0356 1.0383 1.0338
S2 1.0319 1.0319 1.0373
S3 1.0210 1.0247 1.0363
S4 1.0101 1.0138 1.0333
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1088 1.0950 1.0508
R3 1.0879 1.0741 1.0450
R2 1.0670 1.0670 1.0431
R1 1.0532 1.0532 1.0412 1.0497
PP 1.0461 1.0461 1.0461 1.0444
S1 1.0323 1.0323 1.0374 1.0288
S2 1.0252 1.0252 1.0355
S3 1.0043 1.0114 1.0336
S4 0.9834 0.9905 1.0278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0616 1.0391 0.0225 2.2% 0.0038 0.4% 1% False True 3
10 1.0750 1.0391 0.0359 3.5% 0.0032 0.3% 1% False True 6
20 1.0963 1.0391 0.0572 5.5% 0.0033 0.3% 0% False True 3
40 1.0963 1.0230 0.0733 7.1% 0.0018 0.2% 22% False False 2
60 1.0963 1.0230 0.0733 7.1% 0.0012 0.1% 22% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0963
2.618 1.0785
1.618 1.0676
1.000 1.0609
0.618 1.0567
HIGH 1.0500
0.618 1.0458
0.500 1.0446
0.382 1.0433
LOW 1.0391
0.618 1.0324
1.000 1.0282
1.618 1.0215
2.618 1.0106
4.250 0.9928
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1.0446 1.0488
PP 1.0428 1.0456
S1 1.0411 1.0425

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

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