CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 1.1092 1.1186 0.0094 0.8% 1.0994
High 1.1197 1.1232 0.0035 0.3% 1.1114
Low 1.1092 1.1183 0.0091 0.8% 1.0917
Close 1.1192 1.1226 0.0034 0.3% 1.1097
Range 0.0105 0.0049 -0.0056 -53.3% 0.0197
ATR 0.0057 0.0057 -0.0001 -1.0% 0.0000
Volume 6 64 58 966.7% 169
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1361 1.1342 1.1253
R3 1.1312 1.1293 1.1239
R2 1.1263 1.1263 1.1235
R1 1.1244 1.1244 1.1230 1.1254
PP 1.1214 1.1214 1.1214 1.1218
S1 1.1195 1.1195 1.1222 1.1205
S2 1.1165 1.1165 1.1217
S3 1.1116 1.1146 1.1213
S4 1.1067 1.1097 1.1199
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 1.1232 1.0945 0.0287 2.6% 0.0074 0.7% 98% True False 43
10 1.1232 1.0917 0.0315 2.8% 0.0057 0.5% 98% True False 33
20 1.1232 1.0917 0.0315 2.8% 0.0044 0.4% 98% True False 24
40 1.1232 1.0602 0.0630 5.6% 0.0027 0.2% 99% True False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1440
2.618 1.1360
1.618 1.1311
1.000 1.1281
0.618 1.1262
HIGH 1.1232
0.618 1.1213
0.500 1.1208
0.382 1.1202
LOW 1.1183
0.618 1.1153
1.000 1.1134
1.618 1.1104
2.618 1.1055
4.250 1.0975
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 1.1220 1.1205
PP 1.1214 1.1183
S1 1.1208 1.1162

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

View Archives - Comment on this page... - Back to Index of Symbols