CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.0970 1.0990 0.0020 0.2% 1.1073
High 1.1014 1.0990 -0.0024 -0.2% 1.1091
Low 1.0970 1.0990 0.0020 0.2% 1.0970
Close 1.1000 1.0990 -0.0010 -0.1% 1.0990
Range 0.0044 0.0000 -0.0044 -100.0% 0.0121
ATR 0.0049 0.0046 -0.0003 -5.7% 0.0000
Volume 7 7 0 0.0% 129
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0990 1.0990 1.0990
R3 1.0990 1.0990 1.0990
R2 1.0990 1.0990 1.0990
R1 1.0990 1.0990 1.0990 1.0990
PP 1.0990 1.0990 1.0990 1.0990
S1 1.0990 1.0990 1.0990 1.0990
S2 1.0990 1.0990 1.0990
S3 1.0990 1.0990 1.0990
S4 1.0990 1.0990 1.0990
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1380 1.1306 1.1057
R3 1.1259 1.1185 1.1023
R2 1.1138 1.1138 1.1012
R1 1.1064 1.1064 1.1001 1.1041
PP 1.1017 1.1017 1.1017 1.1005
S1 1.0943 1.0943 1.0979 1.0920
S2 1.0896 1.0896 1.0968
S3 1.0775 1.0822 1.0957
S4 1.0654 1.0701 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1091 1.0970 0.0121 1.1% 0.0018 0.2% 17% False False 25
10 1.1156 1.0970 0.0186 1.7% 0.0034 0.3% 11% False False 17
20 1.1156 1.0797 0.0359 3.3% 0.0024 0.2% 54% False False 12
40 1.1156 1.0602 0.0554 5.0% 0.0014 0.1% 70% False False 7
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0990
2.618 1.0990
1.618 1.0990
1.000 1.0990
0.618 1.0990
HIGH 1.0990
0.618 1.0990
0.500 1.0990
0.382 1.0990
LOW 1.0990
0.618 1.0990
1.000 1.0990
1.618 1.0990
2.618 1.0990
4.250 1.0990
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.0990 1.0997
PP 1.0990 1.0995
S1 1.0990 1.0992

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

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