CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.0727 1.0768 0.0041 0.4% 1.0698
High 1.0768 1.0768 0.0000 0.0% 1.0701
Low 1.0727 1.0768 0.0041 0.4% 1.0602
Close 1.0768 1.0768 0.0000 0.0% 1.0682
Range 0.0041 0.0000 -0.0041 -100.0% 0.0099
ATR 0.0049 0.0045 -0.0003 -7.1% 0.0000
Volume 1 7 6 600.0% 8
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0768 1.0768 1.0768
R3 1.0768 1.0768 1.0768
R2 1.0768 1.0768 1.0768
R1 1.0768 1.0768 1.0768 1.0768
PP 1.0768 1.0768 1.0768 1.0768
S1 1.0768 1.0768 1.0768 1.0768
S2 1.0768 1.0768 1.0768
S3 1.0768 1.0768 1.0768
S4 1.0768 1.0768 1.0768
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 1.0768 1.0682 0.0086 0.8% 0.0015 0.1% 100% True False 2
10 1.0768 1.0602 0.0166 1.5% 0.0007 0.1% 100% True False 2
20 1.0936 1.0602 0.0334 3.1% 0.0005 0.0% 50% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0768
2.618 1.0768
1.618 1.0768
1.000 1.0768
0.618 1.0768
HIGH 1.0768
0.618 1.0768
0.500 1.0768
0.382 1.0768
LOW 1.0768
0.618 1.0768
1.000 1.0768
1.618 1.0768
2.618 1.0768
4.250 1.0768
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.0768 1.0759
PP 1.0768 1.0750
S1 1.0768 1.0742

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

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