CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1.0632 1.0593 -0.0039 -0.4% 1.0571
High 1.0636 1.0647 0.0011 0.1% 1.0693
Low 1.0555 1.0574 0.0019 0.2% 1.0494
Close 1.0585 1.0628 0.0043 0.4% 1.0628
Range 0.0081 0.0073 -0.0008 -9.9% 0.0199
ATR 0.0118 0.0115 -0.0003 -2.7% 0.0000
Volume 24,238 20,532 -3,706 -15.3% 134,480
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0835 1.0805 1.0668
R3 1.0762 1.0732 1.0648
R2 1.0689 1.0689 1.0641
R1 1.0659 1.0659 1.0635 1.0674
PP 1.0616 1.0616 1.0616 1.0624
S1 1.0586 1.0586 1.0621 1.0601
S2 1.0543 1.0543 1.0615
S3 1.0470 1.0513 1.0608
S4 1.0397 1.0440 1.0588
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1202 1.1114 1.0737
R3 1.1003 1.0915 1.0683
R2 1.0804 1.0804 1.0664
R1 1.0716 1.0716 1.0646 1.0760
PP 1.0605 1.0605 1.0605 1.0627
S1 1.0517 1.0517 1.0610 1.0561
S2 1.0406 1.0406 1.0592
S3 1.0207 1.0318 1.0573
S4 1.0008 1.0119 1.0519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0693 1.0494 0.0199 1.9% 0.0096 0.9% 67% False False 26,896
10 1.0693 1.0259 0.0434 4.1% 0.0119 1.1% 85% False False 32,201
20 1.0829 1.0259 0.0570 5.4% 0.0112 1.1% 65% False False 31,789
40 1.0962 1.0192 0.0770 7.2% 0.0124 1.2% 57% False False 22,335
60 1.0962 1.0186 0.0776 7.3% 0.0105 1.0% 57% False False 14,900
80 1.0962 1.0186 0.0776 7.3% 0.0084 0.8% 57% False False 11,176
100 1.0962 1.0186 0.0776 7.3% 0.0069 0.6% 57% False False 8,941
120 1.1048 1.0186 0.0862 8.1% 0.0058 0.5% 51% False False 7,451
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0957
2.618 1.0838
1.618 1.0765
1.000 1.0720
0.618 1.0692
HIGH 1.0647
0.618 1.0619
0.500 1.0611
0.382 1.0602
LOW 1.0574
0.618 1.0529
1.000 1.0501
1.618 1.0456
2.618 1.0383
4.250 1.0264
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 1.0622 1.0627
PP 1.0616 1.0625
S1 1.0611 1.0624

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

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