CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1.1008 1.1013 0.0005 0.0% 1.0797
High 1.1008 1.1013 0.0005 0.0% 1.1010
Low 1.1003 1.0996 -0.0007 -0.1% 1.0797
Close 1.1003 1.0996 -0.0007 -0.1% 1.1003
Range 0.0005 0.0017 0.0012 240.0% 0.0213
ATR 0.0045 0.0043 -0.0002 -4.4% 0.0000
Volume 26 1 -25 -96.2% 77
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1053 1.1041 1.1005
R3 1.1036 1.1024 1.1001
R2 1.1019 1.1019 1.0999
R1 1.1007 1.1007 1.0998 1.1005
PP 1.1002 1.1002 1.1002 1.1000
S1 1.0990 1.0990 1.0994 1.0988
S2 1.0985 1.0985 1.0993
S3 1.0968 1.0973 1.0991
S4 1.0951 1.0956 1.0987
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1576 1.1502 1.1120
R3 1.1363 1.1289 1.1062
R2 1.1150 1.1150 1.1042
R1 1.1076 1.1076 1.1023 1.1113
PP 1.0937 1.0937 1.0937 1.0955
S1 1.0863 1.0863 1.0983 1.0900
S2 1.0724 1.0724 1.0964
S3 1.0511 1.0650 1.0944
S4 1.0298 1.0437 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0818 0.0195 1.8% 0.0019 0.2% 91% True False 14
10 1.1013 1.0715 0.0298 2.7% 0.0014 0.1% 94% True False 9
20 1.1013 1.0602 0.0411 3.7% 0.0008 0.1% 96% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.1058
1.618 1.1041
1.000 1.1030
0.618 1.1024
HIGH 1.1013
0.618 1.1007
0.500 1.1005
0.382 1.1002
LOW 1.0996
0.618 1.0985
1.000 1.0979
1.618 1.0968
2.618 1.0951
4.250 1.0924
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1.1005 1.0996
PP 1.1002 1.0995
S1 1.0999 1.0995

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

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