CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 1.0350 1.0380 0.0030 0.3% 1.0595
High 1.0350 1.0400 0.0050 0.5% 1.0600
Low 1.0298 1.0372 0.0074 0.7% 1.0391
Close 1.0298 1.0372 0.0074 0.7% 1.0393
Range 0.0052 0.0028 -0.0024 -46.2% 0.0209
ATR 0.0070 0.0073 0.0002 3.2% 0.0000
Volume 3 2 -1 -33.3% 11
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0465 1.0447 1.0387
R3 1.0437 1.0419 1.0380
R2 1.0409 1.0409 1.0377
R1 1.0391 1.0391 1.0375 1.0386
PP 1.0381 1.0381 1.0381 1.0379
S1 1.0363 1.0363 1.0369 1.0358
S2 1.0353 1.0353 1.0367
S3 1.0325 1.0335 1.0364
S4 1.0297 1.0307 1.0357
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% 0.0045 0.4% 26% False False 2
10 1.0625 1.0298 0.0327 3.2% 0.0029 0.3% 23% False False 3
20 1.0963 1.0298 0.0665 6.4% 0.0037 0.4% 11% False False 4
40 1.0963 1.0230 0.0733 7.1% 0.0019 0.2% 19% False False 2
60 1.0963 1.0230 0.0733 7.1% 0.0014 0.1% 19% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0519
2.618 1.0473
1.618 1.0445
1.000 1.0428
0.618 1.0417
HIGH 1.0400
0.618 1.0389
0.500 1.0386
0.382 1.0383
LOW 1.0372
0.618 1.0355
1.000 1.0344
1.618 1.0327
2.618 1.0299
4.250 1.0253
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 1.0386 1.0364
PP 1.0381 1.0357
S1 1.0377 1.0349

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

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