CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 1.0709 1.0670 -0.0039 -0.4% 1.0530
High 1.0709 1.0776 0.0067 0.6% 1.0654
Low 1.0673 1.0670 -0.0003 0.0% 1.0525
Close 1.0678 1.0748 0.0070 0.7% 1.0638
Range 0.0036 0.0106 0.0070 194.4% 0.0129
ATR 0.0074 0.0077 0.0002 3.0% 0.0000
Volume 19 7 -12 -63.2% 18
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1049 1.1005 1.0806
R3 1.0943 1.0899 1.0777
R2 1.0837 1.0837 1.0767
R1 1.0793 1.0793 1.0758 1.0815
PP 1.0731 1.0731 1.0731 1.0743
S1 1.0687 1.0687 1.0738 1.0709
S2 1.0625 1.0625 1.0729
S3 1.0519 1.0581 1.0719
S4 1.0413 1.0475 1.0690
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0993 1.0944 1.0709
R3 1.0864 1.0815 1.0673
R2 1.0735 1.0735 1.0662
R1 1.0686 1.0686 1.0650 1.0711
PP 1.0606 1.0606 1.0606 1.0618
S1 1.0557 1.0557 1.0626 1.0582
S2 1.0477 1.0477 1.0614
S3 1.0348 1.0428 1.0603
S4 1.0219 1.0299 1.0567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0776 1.0630 0.0146 1.4% 0.0058 0.5% 81% True False 9
10 1.0776 1.0525 0.0251 2.3% 0.0055 0.5% 89% True False 10
20 1.0776 1.0298 0.0478 4.4% 0.0050 0.5% 94% True False 6
40 1.0963 1.0298 0.0665 6.2% 0.0037 0.3% 68% False False 4
60 1.0963 1.0230 0.0733 6.8% 0.0026 0.2% 71% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1227
2.618 1.1054
1.618 1.0948
1.000 1.0882
0.618 1.0842
HIGH 1.0776
0.618 1.0736
0.500 1.0723
0.382 1.0710
LOW 1.0670
0.618 1.0604
1.000 1.0564
1.618 1.0498
2.618 1.0392
4.250 1.0220
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 1.0740 1.0738
PP 1.0731 1.0728
S1 1.0723 1.0718

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

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