CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 1.0870 1.0854 -0.0016 -0.1% 1.0852
High 1.0870 1.0854 -0.0016 -0.1% 1.0936
Low 1.0870 1.0854 -0.0016 -0.1% 1.0845
Close 1.0870 1.0854 -0.0016 -0.1% 1.0870
Range
ATR 0.0000 0.0041 0.0041 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0854 1.0854 1.0854
R3 1.0854 1.0854 1.0854
R2 1.0854 1.0854 1.0854
R1 1.0854 1.0854 1.0854 1.0854
PP 1.0854 1.0854 1.0854 1.0854
S1 1.0854 1.0854 1.0854 1.0854
S2 1.0854 1.0854 1.0854
S3 1.0854 1.0854 1.0854
S4 1.0854 1.0854 1.0854
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1157 1.1104 1.0920
R3 1.1066 1.1013 1.0895
R2 1.0975 1.0975 1.0887
R1 1.0922 1.0922 1.0878 1.0949
PP 1.0884 1.0884 1.0884 1.0897
S1 1.0831 1.0831 1.0862 1.0858
S2 1.0793 1.0793 1.0853
S3 1.0702 1.0740 1.0845
S4 1.0611 1.0649 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0936 1.0845 0.0091 0.8% 0.0004 0.0% 10% False False 1
10 1.0936 1.0719 0.0217 2.0% 0.0002 0.0% 62% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0854
2.618 1.0854
1.618 1.0854
1.000 1.0854
0.618 1.0854
HIGH 1.0854
0.618 1.0854
0.500 1.0854
0.382 1.0854
LOW 1.0854
0.618 1.0854
1.000 1.0854
1.618 1.0854
2.618 1.0854
4.250 1.0854
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 1.0854 1.0858
PP 1.0854 1.0856
S1 1.0854 1.0855

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

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