CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.0780 1.0797 0.0017 0.2% 1.0715
High 1.0780 1.0797 0.0017 0.2% 1.0780
Low 1.0780 1.0797 0.0017 0.2% 1.0715
Close 1.0780 1.0797 0.0017 0.2% 1.0780
Range
ATR 0.0043 0.0041 -0.0002 -4.3% 0.0000
Volume 7 7 0 0.0% 18
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0797 1.0797 1.0797
R3 1.0797 1.0797 1.0797
R2 1.0797 1.0797 1.0797
R1 1.0797 1.0797 1.0797 1.0797
PP 1.0797 1.0797 1.0797 1.0797
S1 1.0797 1.0797 1.0797 1.0797
S2 1.0797 1.0797 1.0797
S3 1.0797 1.0797 1.0797
S4 1.0797 1.0797 1.0797
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0953 1.0932 1.0816
R3 1.0888 1.0867 1.0798
R2 1.0823 1.0823 1.0792
R1 1.0802 1.0802 1.0786 1.0813
PP 1.0758 1.0758 1.0758 1.0764
S1 1.0737 1.0737 1.0774 1.0748
S2 1.0693 1.0693 1.0768
S3 1.0628 1.0672 1.0762
S4 1.0563 1.0607 1.0744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0797 1.0715 0.0082 0.8% 0.0008 0.1% 100% True False 4
10 1.0797 1.0602 0.0195 1.8% 0.0007 0.1% 100% True False 3
20 1.0936 1.0602 0.0334 3.1% 0.0005 0.0% 58% False False 2
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 1.0797
2.618 1.0797
1.618 1.0797
1.000 1.0797
0.618 1.0797
HIGH 1.0797
0.618 1.0797
0.500 1.0797
0.382 1.0797
LOW 1.0797
0.618 1.0797
1.000 1.0797
1.618 1.0797
2.618 1.0797
4.250 1.0797
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.0797 1.0792
PP 1.0797 1.0787
S1 1.0797 1.0783

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

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