CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 1.1070 1.1124 0.0054 0.5% 1.1013
High 1.1080 1.1124 0.0044 0.4% 1.1080
Low 1.1070 1.1039 -0.0031 -0.3% 1.0976
Close 1.1079 1.1057 -0.0022 -0.2% 1.1057
Range 0.0010 0.0085 0.0075 750.0% 0.0104
ATR 0.0041 0.0044 0.0003 7.6% 0.0000
Volume 4 2 -2 -50.0% 7
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1328 1.1278 1.1104
R3 1.1243 1.1193 1.1080
R2 1.1158 1.1158 1.1073
R1 1.1108 1.1108 1.1065 1.1091
PP 1.1073 1.1073 1.1073 1.1065
S1 1.1023 1.1023 1.1049 1.1006
S2 1.0988 1.0988 1.1041
S3 1.0903 1.0938 1.1034
S4 1.0818 1.0853 1.1010
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 1.1124 1.1001 0.0123 1.1% 0.0028 0.3% 46% True False 2
10 1.1124 1.0930 0.0194 1.8% 0.0024 0.2% 65% True False 7
20 1.1124 1.0602 0.0522 4.7% 0.0015 0.1% 87% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 39 trading days
Fibonacci Retracements and Extensions
4.250 1.1485
2.618 1.1347
1.618 1.1262
1.000 1.1209
0.618 1.1177
HIGH 1.1124
0.618 1.1092
0.500 1.1082
0.382 1.1071
LOW 1.1039
0.618 1.0986
1.000 1.0954
1.618 1.0901
2.618 1.0816
4.250 1.0678
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 1.1082 1.1082
PP 1.1073 1.1073
S1 1.1065 1.1065

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

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