CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 1.1080 1.1070 -0.0010 -0.1% 1.1013
High 1.1080 1.1080 0.0000 0.0% 1.1080
Low 1.1057 1.1070 0.0013 0.1% 1.0976
Close 1.1057 1.1079 0.0022 0.2% 1.1057
Range 0.0023 0.0010 -0.0013 -56.5% 0.0104
ATR 0.0043 0.0041 -0.0001 -3.3% 0.0000
Volume 1 4 3 300.0% 7
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1106 1.1103 1.1085
R3 1.1096 1.1093 1.1082
R2 1.1086 1.1086 1.1081
R1 1.1083 1.1083 1.1080 1.1085
PP 1.1076 1.1076 1.1076 1.1077
S1 1.1073 1.1073 1.1078 1.1075
S2 1.1066 1.1066 1.1077
S3 1.1056 1.1063 1.1076
S4 1.1046 1.1053 1.1074
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% 0.0011 0.1% 99% True False 2
10 1.1080 1.0818 0.0262 2.4% 0.0015 0.1% 100% True False 8
20 1.1080 1.0602 0.0478 4.3% 0.0011 0.1% 100% True False 5
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 1.1123
2.618 1.1106
1.618 1.1096
1.000 1.1090
0.618 1.1086
HIGH 1.1080
0.618 1.1076
0.500 1.1075
0.382 1.1074
LOW 1.1070
0.618 1.1064
1.000 1.1060
1.618 1.1054
2.618 1.1044
4.250 1.1028
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 1.1078 1.1066
PP 1.1076 1.1053
S1 1.1075 1.1041

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

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