CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 1.0670 1.0777 0.0107 1.0% 1.0665
High 1.0776 1.0790 0.0014 0.1% 1.0790
Low 1.0670 1.0771 0.0101 0.9% 1.0649
Close 1.0748 1.0784 0.0036 0.3% 1.0784
Range 0.0106 0.0019 -0.0087 -82.1% 0.0141
ATR 0.0077 0.0074 -0.0002 -3.2% 0.0000
Volume 7 10 3 42.9% 53
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0830 1.0794
R3 1.0820 1.0811 1.0789
R2 1.0801 1.0801 1.0787
R1 1.0792 1.0792 1.0786 1.0797
PP 1.0782 1.0782 1.0782 1.0784
S1 1.0773 1.0773 1.0782 1.0778
S2 1.0763 1.0763 1.0781
S3 1.0744 1.0754 1.0779
S4 1.0725 1.0735 1.0774
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1164 1.1115 1.0862
R3 1.1023 1.0974 1.0823
R2 1.0882 1.0882 1.0810
R1 1.0833 1.0833 1.0797 1.0858
PP 1.0741 1.0741 1.0741 1.0753
S1 1.0692 1.0692 1.0771 1.0717
S2 1.0600 1.0600 1.0758
S3 1.0459 1.0551 1.0745
S4 1.0318 1.0410 1.0706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0790 1.0649 0.0141 1.3% 0.0060 0.6% 96% True False 10
10 1.0790 1.0525 0.0265 2.5% 0.0049 0.5% 98% True False 7
20 1.0790 1.0298 0.0492 4.6% 0.0051 0.5% 99% True False 7
40 1.0963 1.0298 0.0665 6.2% 0.0037 0.3% 73% False False 5
60 1.0963 1.0230 0.0733 6.8% 0.0026 0.2% 76% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0871
2.618 1.0840
1.618 1.0821
1.000 1.0809
0.618 1.0802
HIGH 1.0790
0.618 1.0783
0.500 1.0781
0.382 1.0778
LOW 1.0771
0.618 1.0759
1.000 1.0752
1.618 1.0740
2.618 1.0721
4.250 1.0690
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 1.0783 1.0766
PP 1.0782 1.0748
S1 1.0781 1.0730

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

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