CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 1.1001 1.1080 0.0079 0.7% 1.1013
High 1.1003 1.1080 0.0077 0.7% 1.1080
Low 1.1001 1.1057 0.0056 0.5% 1.0976
Close 1.1003 1.1057 0.0054 0.5% 1.1057
Range 0.0002 0.0023 0.0021 1,050.0% 0.0104
ATR 0.0040 0.0043 0.0003 6.6% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1134 1.1118 1.1070
R3 1.1111 1.1095 1.1063
R2 1.1088 1.1088 1.1061
R1 1.1072 1.1072 1.1059 1.1069
PP 1.1065 1.1065 1.1065 1.1063
S1 1.1049 1.1049 1.1055 1.1046
S2 1.1042 1.1042 1.1053
S3 1.1019 1.1026 1.1051
S4 1.0996 1.1003 1.1044
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1350 1.1307 1.1114
R3 1.1246 1.1203 1.1086
R2 1.1142 1.1142 1.1076
R1 1.1099 1.1099 1.1067 1.1121
PP 1.1038 1.1038 1.1038 1.1048
S1 1.0995 1.0995 1.1047 1.1017
S2 1.0934 1.0934 1.1038
S3 1.0830 1.0891 1.1028
S4 1.0726 1.0787 1.1000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0976 0.0104 0.9% 0.0013 0.1% 78% True False 1
10 1.1080 1.0797 0.0283 2.6% 0.0014 0.1% 92% True False 8
20 1.1080 1.0602 0.0478 4.3% 0.0011 0.1% 95% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1178
2.618 1.1140
1.618 1.1117
1.000 1.1103
0.618 1.1094
HIGH 1.1080
0.618 1.1071
0.500 1.1069
0.382 1.1066
LOW 1.1057
0.618 1.1043
1.000 1.1034
1.618 1.1020
2.618 1.0997
4.250 1.0959
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 1.1069 1.1052
PP 1.1065 1.1046
S1 1.1061 1.1041

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

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