CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 1.0389 1.0350 -0.0039 -0.4% 1.0595
High 1.0396 1.0350 -0.0046 -0.4% 1.0600
Low 1.0387 1.0298 -0.0089 -0.9% 1.0391
Close 1.0396 1.0298 -0.0098 -0.9% 1.0393
Range 0.0009 0.0052 0.0043 477.8% 0.0209
ATR 0.0068 0.0070 0.0002 3.1% 0.0000
Volume 4 3 -1 -25.0% 11
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0471 1.0437 1.0327
R3 1.0419 1.0385 1.0312
R2 1.0367 1.0367 1.0308
R1 1.0333 1.0333 1.0303 1.0324
PP 1.0315 1.0315 1.0315 1.0311
S1 1.0281 1.0281 1.0293 1.0272
S2 1.0263 1.0263 1.0288
S3 1.0211 1.0229 1.0284
S4 1.0159 1.0177 1.0269
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 1.0584 1.0298 0.0286 2.8% 0.0043 0.4% 0% False True 3
10 1.0686 1.0298 0.0388 3.8% 0.0029 0.3% 0% False True 3
20 1.0963 1.0298 0.0665 6.5% 0.0036 0.4% 0% False True 4
40 1.0963 1.0230 0.0733 7.1% 0.0018 0.2% 9% False False 2
60 1.0963 1.0230 0.0733 7.1% 0.0013 0.1% 9% 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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0571
2.618 1.0486
1.618 1.0434
1.000 1.0402
0.618 1.0382
HIGH 1.0350
0.618 1.0330
0.500 1.0324
0.382 1.0318
LOW 1.0298
0.618 1.0266
1.000 1.0246
1.618 1.0214
2.618 1.0162
4.250 1.0077
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 1.0324 1.0399
PP 1.0315 1.0365
S1 1.0307 1.0332

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

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