CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 1.0960 1.1003 0.0043 0.4% 1.0823
High 1.1024 1.1011 -0.0013 -0.1% 1.1009
Low 1.0951 1.0974 0.0023 0.2% 1.0770
Close 1.1004 1.0993 -0.0011 -0.1% 1.0993
Range 0.0073 0.0037 -0.0036 -49.3% 0.0239
ATR 0.0074 0.0071 -0.0003 -3.6% 0.0000
Volume 23,881 21,255 -2,626 -11.0% 164,540
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1104 1.1085 1.1013
R3 1.1067 1.1048 1.1003
R2 1.1030 1.1030 1.1000
R1 1.1011 1.1011 1.0996 1.1002
PP 1.0993 1.0993 1.0993 1.0988
S1 1.0974 1.0974 1.0990 1.0965
S2 1.0956 1.0956 1.0986
S3 1.0919 1.0937 1.0983
S4 1.0882 1.0900 1.0973
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1641 1.1556 1.1124
R3 1.1402 1.1317 1.1059
R2 1.1163 1.1163 1.1037
R1 1.1078 1.1078 1.1015 1.1121
PP 1.0924 1.0924 1.0924 1.0945
S1 1.0839 1.0839 1.0971 1.0882
S2 1.0685 1.0685 1.0949
S3 1.0446 1.0600 1.0927
S4 1.0207 1.0361 1.0862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0951 0.0073 0.7% 0.0050 0.5% 58% False False 24,198
10 1.1024 1.0711 0.0313 2.8% 0.0067 0.6% 90% False False 28,774
20 1.1024 1.0584 0.0440 4.0% 0.0075 0.7% 93% False False 17,084
40 1.1024 1.0584 0.0440 4.0% 0.0069 0.6% 93% False False 8,569
60 1.1024 1.0298 0.0726 6.6% 0.0065 0.6% 96% False False 5,717
80 1.1024 1.0298 0.0726 6.6% 0.0055 0.5% 96% False False 4,288
100 1.1024 1.0230 0.0794 7.2% 0.0045 0.4% 96% False False 3,431
120 1.1024 1.0230 0.0794 7.2% 0.0037 0.3% 96% False False 2,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1168
2.618 1.1108
1.618 1.1071
1.000 1.1048
0.618 1.1034
HIGH 1.1011
0.618 1.0997
0.500 1.0993
0.382 1.0988
LOW 1.0974
0.618 1.0951
1.000 1.0937
1.618 1.0914
2.618 1.0877
4.250 1.0817
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 1.0993 1.0991
PP 1.0993 1.0989
S1 1.0993 1.0988

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

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