CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 1.1215 1.1210 -0.0005 0.0% 1.1096
High 1.1253 1.1250 -0.0003 0.0% 1.1253
Low 1.1205 1.1159 -0.0046 -0.4% 1.1061
Close 1.1215 1.1207 -0.0008 -0.1% 1.1207
Range 0.0048 0.0091 0.0043 89.6% 0.0192
ATR 0.0082 0.0082 0.0001 0.8% 0.0000
Volume 26,836 27,373 537 2.0% 135,693
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1478 1.1434 1.1257
R3 1.1387 1.1343 1.1232
R2 1.1296 1.1296 1.1224
R1 1.1252 1.1252 1.1215 1.1229
PP 1.1205 1.1205 1.1205 1.1194
S1 1.1161 1.1161 1.1199 1.1138
S2 1.1114 1.1114 1.1190
S3 1.1023 1.1070 1.1182
S4 1.0932 1.0979 1.1157
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1750 1.1670 1.1313
R3 1.1558 1.1478 1.1260
R2 1.1366 1.1366 1.1242
R1 1.1286 1.1286 1.1225 1.1326
PP 1.1174 1.1174 1.1174 1.1194
S1 1.1094 1.1094 1.1189 1.1134
S2 1.0982 1.0982 1.1172
S3 1.0790 1.0902 1.1154
S4 1.0598 1.0710 1.1101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1061 0.0192 1.7% 0.0076 0.7% 76% False False 27,138
10 1.1253 1.0900 0.0353 3.1% 0.0087 0.8% 87% False False 30,583
20 1.1253 1.0900 0.0353 3.1% 0.0086 0.8% 87% False False 30,195
40 1.1253 1.0584 0.0669 6.0% 0.0080 0.7% 93% False False 24,329
60 1.1253 1.0584 0.0669 6.0% 0.0075 0.7% 93% False False 16,244
80 1.1253 1.0298 0.0955 8.5% 0.0071 0.6% 95% False False 12,186
100 1.1253 1.0298 0.0955 8.5% 0.0062 0.6% 95% False False 9,750
120 1.1253 1.0230 0.1023 9.1% 0.0053 0.5% 96% False False 8,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1637
2.618 1.1488
1.618 1.1397
1.000 1.1341
0.618 1.1306
HIGH 1.1250
0.618 1.1215
0.500 1.1205
0.382 1.1194
LOW 1.1159
0.618 1.1103
1.000 1.1068
1.618 1.1012
2.618 1.0921
4.250 1.0772
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 1.1206 1.1207
PP 1.1205 1.1206
S1 1.1205 1.1206

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

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