CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 1.1152 1.1086 -0.0066 -0.6% 1.1070
High 1.1156 1.1098 -0.0058 -0.5% 1.1156
Low 1.1133 1.1030 -0.0103 -0.9% 1.1030
Close 1.1133 1.1041 -0.0092 -0.8% 1.1041
Range 0.0023 0.0068 0.0045 195.7% 0.0126
ATR 0.0047 0.0051 0.0004 8.6% 0.0000
Volume 12 4 -8 -66.7% 41
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1260 1.1219 1.1078
R3 1.1192 1.1151 1.1060
R2 1.1124 1.1124 1.1053
R1 1.1083 1.1083 1.1047 1.1070
PP 1.1056 1.1056 1.1056 1.1050
S1 1.1015 1.1015 1.1035 1.1002
S2 1.0988 1.0988 1.1029
S3 1.0920 1.0947 1.1022
S4 1.0852 1.0879 1.1004
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1454 1.1373 1.1110
R3 1.1328 1.1247 1.1076
R2 1.1202 1.1202 1.1064
R1 1.1121 1.1121 1.1053 1.1099
PP 1.1076 1.1076 1.1076 1.1064
S1 1.0995 1.0995 1.1029 1.0973
S2 1.0950 1.0950 1.1018
S3 1.0824 1.0869 1.1006
S4 1.0698 1.0743 1.0972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1156 1.1030 0.0126 1.1% 0.0050 0.5% 9% False True 8
10 1.1156 1.0976 0.0180 1.6% 0.0031 0.3% 36% False False 4
20 1.1156 1.0715 0.0441 4.0% 0.0023 0.2% 74% False False 7
40 1.1156 1.0602 0.0554 5.0% 0.0013 0.1% 79% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1387
2.618 1.1276
1.618 1.1208
1.000 1.1166
0.618 1.1140
HIGH 1.1098
0.618 1.1072
0.500 1.1064
0.382 1.1056
LOW 1.1030
0.618 1.0988
1.000 1.0962
1.618 1.0920
2.618 1.0852
4.250 1.0741
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 1.1064 1.1093
PP 1.1056 1.1076
S1 1.1049 1.1058

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

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