CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 1.0872 1.0764 -0.0108 -1.0% 1.0852
High 1.0872 1.0764 -0.0108 -1.0% 1.0936
Low 1.0872 1.0764 -0.0108 -1.0% 1.0845
Close 1.0872 1.0764 -0.0108 -1.0% 1.0870
Range
ATR 0.0042 0.0047 0.0005 11.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0764 1.0764 1.0764
R3 1.0764 1.0764 1.0764
R2 1.0764 1.0764 1.0764
R1 1.0764 1.0764 1.0764 1.0764
PP 1.0764 1.0764 1.0764 1.0764
S1 1.0764 1.0764 1.0764 1.0764
S2 1.0764 1.0764 1.0764
S3 1.0764 1.0764 1.0764
S4 1.0764 1.0764 1.0764
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 1.0911 1.0764 0.0147 1.4% 0.0000 0.0% 0% False True 2
10 1.0936 1.0764 0.0172 1.6% 0.0002 0.0% 0% False True 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 1.0764
2.618 1.0764
1.618 1.0764
1.000 1.0764
0.618 1.0764
HIGH 1.0764
0.618 1.0764
0.500 1.0764
0.382 1.0764
LOW 1.0764
0.618 1.0764
1.000 1.0764
1.618 1.0764
2.618 1.0764
4.250 1.0764
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 1.0764 1.0838
PP 1.0764 1.0813
S1 1.0764 1.0789

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

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