CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 1.1092 1.1092 0.0000 0.0% 1.0994
High 1.1118 1.1197 0.0079 0.7% 1.1114
Low 1.1092 1.1092 0.0000 0.0% 1.0917
Close 1.1100 1.1192 0.0092 0.8% 1.1097
Range 0.0026 0.0105 0.0079 303.8% 0.0197
ATR 0.0054 0.0057 0.0004 6.9% 0.0000
Volume 82 6 -76 -92.7% 169
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1475 1.1439 1.1250
R3 1.1370 1.1334 1.1221
R2 1.1265 1.1265 1.1211
R1 1.1229 1.1229 1.1202 1.1247
PP 1.1160 1.1160 1.1160 1.1170
S1 1.1124 1.1124 1.1182 1.1142
S2 1.1055 1.1055 1.1173
S3 1.0950 1.1019 1.1163
S4 1.0845 1.0914 1.1134
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1634 1.1562 1.1205
R3 1.1437 1.1365 1.1151
R2 1.1240 1.1240 1.1133
R1 1.1168 1.1168 1.1115 1.1204
PP 1.1043 1.1043 1.1043 1.1061
S1 1.0971 1.0971 1.1079 1.1007
S2 1.0846 1.0846 1.1061
S3 1.0649 1.0774 1.1043
S4 1.0452 1.0577 1.0989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1197 1.0917 0.0280 2.5% 0.0073 0.7% 98% True False 46
10 1.1197 1.0917 0.0280 2.5% 0.0054 0.5% 98% True False 29
20 1.1197 1.0917 0.0280 2.5% 0.0043 0.4% 98% True False 21
40 1.1197 1.0602 0.0595 5.3% 0.0026 0.2% 99% True False 13
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1643
2.618 1.1472
1.618 1.1367
1.000 1.1302
0.618 1.1262
HIGH 1.1197
0.618 1.1157
0.500 1.1145
0.382 1.1132
LOW 1.1092
0.618 1.1027
1.000 1.0987
1.618 1.0922
2.618 1.0817
4.250 1.0646
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 1.1176 1.1175
PP 1.1160 1.1158
S1 1.1145 1.1141

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

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