CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 1.1086 1.1073 -0.0013 -0.1% 1.1070
High 1.1098 1.1081 -0.0017 -0.2% 1.1156
Low 1.1030 1.1073 0.0043 0.4% 1.1030
Close 1.1041 1.1081 0.0040 0.4% 1.1041
Range 0.0068 0.0008 -0.0060 -88.2% 0.0126
ATR 0.0051 0.0050 -0.0001 -1.5% 0.0000
Volume 4 67 63 1,575.0% 41
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1102 1.1100 1.1085
R3 1.1094 1.1092 1.1083
R2 1.1086 1.1086 1.1082
R1 1.1084 1.1084 1.1082 1.1085
PP 1.1078 1.1078 1.1078 1.1079
S1 1.1076 1.1076 1.1080 1.1077
S2 1.1070 1.1070 1.1080
S3 1.1062 1.1068 1.1079
S4 1.1054 1.1060 1.1077
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% 0.0049 0.4% 40% False False 20
10 1.1156 1.0976 0.0180 1.6% 0.0030 0.3% 58% False False 11
20 1.1156 1.0715 0.0441 4.0% 0.0022 0.2% 83% False False 10
40 1.1156 1.0602 0.0554 5.0% 0.0012 0.1% 86% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1115
2.618 1.1102
1.618 1.1094
1.000 1.1089
0.618 1.1086
HIGH 1.1081
0.618 1.1078
0.500 1.1077
0.382 1.1076
LOW 1.1073
0.618 1.1068
1.000 1.1065
1.618 1.1060
2.618 1.1052
4.250 1.1039
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 1.1080 1.1093
PP 1.1078 1.1089
S1 1.1077 1.1085

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

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