CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1.1211 1.1217 0.0006 0.1% 1.1092
High 1.1240 1.1217 -0.0023 -0.2% 1.1260
Low 1.1170 1.1177 0.0007 0.1% 1.1092
Close 1.1216 1.1196 -0.0020 -0.2% 1.1216
Range 0.0070 0.0040 -0.0030 -42.9% 0.0168
ATR 0.0057 0.0055 -0.0001 -2.1% 0.0000
Volume 37 36 -1 -2.7% 240
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1317 1.1296 1.1218
R3 1.1277 1.1256 1.1207
R2 1.1237 1.1237 1.1203
R1 1.1216 1.1216 1.1200 1.1207
PP 1.1197 1.1197 1.1197 1.1192
S1 1.1176 1.1176 1.1192 1.1167
S2 1.1157 1.1157 1.1189
S3 1.1117 1.1136 1.1185
S4 1.1077 1.1096 1.1174
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1693 1.1623 1.1308
R3 1.1525 1.1455 1.1262
R2 1.1357 1.1357 1.1247
R1 1.1287 1.1287 1.1231 1.1322
PP 1.1189 1.1189 1.1189 1.1207
S1 1.1119 1.1119 1.1201 1.1154
S2 1.1021 1.1021 1.1185
S3 1.0853 1.0951 1.1170
S4 1.0685 1.0783 1.1124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.1092 0.0168 1.5% 0.0061 0.5% 62% False False 38
10 1.1260 1.0917 0.0343 3.1% 0.0064 0.6% 81% False False 43
20 1.1260 1.0917 0.0343 3.1% 0.0050 0.4% 81% False False 30
40 1.1260 1.0602 0.0658 5.9% 0.0031 0.3% 90% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1387
2.618 1.1322
1.618 1.1282
1.000 1.1257
0.618 1.1242
HIGH 1.1217
0.618 1.1202
0.500 1.1197
0.382 1.1192
LOW 1.1177
0.618 1.1152
1.000 1.1137
1.618 1.1112
2.618 1.1072
4.250 1.1007
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1.1197 1.1215
PP 1.1197 1.1209
S1 1.1196 1.1202

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

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