CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.0602 1.0682 0.0080 0.8% 1.0698
High 1.0602 1.0682 0.0080 0.8% 1.0701
Low 1.0602 1.0682 0.0080 0.8% 1.0602
Close 1.0602 1.0682 0.0080 0.8% 1.0682
Range
ATR 0.0046 0.0048 0.0002 5.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0682 1.0682 1.0682
R3 1.0682 1.0682 1.0682
R2 1.0682 1.0682 1.0682
R1 1.0682 1.0682 1.0682 1.0682
PP 1.0682 1.0682 1.0682 1.0682
S1 1.0682 1.0682 1.0682 1.0682
S2 1.0682 1.0682 1.0682
S3 1.0682 1.0682 1.0682
S4 1.0682 1.0682 1.0682
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0959 1.0919 1.0736
R3 1.0860 1.0820 1.0709
R2 1.0761 1.0761 1.0700
R1 1.0721 1.0721 1.0691 1.0692
PP 1.0662 1.0662 1.0662 1.0647
S1 1.0622 1.0622 1.0673 1.0593
S2 1.0563 1.0563 1.0664
S3 1.0464 1.0523 1.0655
S4 1.0365 1.0424 1.0628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0761 1.0602 0.0159 1.5% 0.0000 0.0% 50% False False 2
10 1.0911 1.0602 0.0309 2.9% 0.0000 0.0% 26% False False 2
20 1.0936 1.0602 0.0334 3.1% 0.0003 0.0% 24% 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 1.0682
2.618 1.0682
1.618 1.0682
1.000 1.0682
0.618 1.0682
HIGH 1.0682
0.618 1.0682
0.500 1.0682
0.382 1.0682
LOW 1.0682
0.618 1.0682
1.000 1.0682
1.618 1.0682
2.618 1.0682
4.250 1.0682
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.0682 1.0672
PP 1.0682 1.0662
S1 1.0682 1.0652

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

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