CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 1.0976 1.1032 0.0056 0.5% 1.0797
High 1.0978 1.1032 0.0054 0.5% 1.1010
Low 1.0976 1.1013 0.0037 0.3% 1.0797
Close 1.0977 1.1013 0.0036 0.3% 1.1003
Range 0.0002 0.0019 0.0017 850.0% 0.0213
ATR 0.0041 0.0042 0.0001 2.4% 0.0000
Volume 2 2 0 0.0% 77
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1076 1.1064 1.1023
R3 1.1057 1.1045 1.1018
R2 1.1038 1.1038 1.1016
R1 1.1026 1.1026 1.1015 1.1023
PP 1.1019 1.1019 1.1019 1.1018
S1 1.1007 1.1007 1.1011 1.1004
S2 1.1000 1.1000 1.1010
S3 1.0981 1.0988 1.1008
S4 1.0962 1.0969 1.1003
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 1.1032 1.0976 0.0056 0.5% 0.0015 0.1% 66% True False 12
10 1.1032 1.0768 0.0264 2.4% 0.0012 0.1% 93% True False 9
20 1.1032 1.0602 0.0430 3.9% 0.0009 0.1% 96% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.1082
1.618 1.1063
1.000 1.1051
0.618 1.1044
HIGH 1.1032
0.618 1.1025
0.500 1.1023
0.382 1.1020
LOW 1.1013
0.618 1.1001
1.000 1.0994
1.618 1.0982
2.618 1.0963
4.250 1.0932
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 1.1023 1.1010
PP 1.1019 1.1007
S1 1.1016 1.1004

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

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