CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1.1217 1.1163 -0.0054 -0.5% 1.1092
High 1.1217 1.1184 -0.0033 -0.3% 1.1260
Low 1.1177 1.1136 -0.0041 -0.4% 1.1092
Close 1.1196 1.1141 -0.0055 -0.5% 1.1216
Range 0.0040 0.0048 0.0008 20.0% 0.0168
ATR 0.0055 0.0056 0.0000 0.6% 0.0000
Volume 36 11 -25 -69.4% 240
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1298 1.1267 1.1167
R3 1.1250 1.1219 1.1154
R2 1.1202 1.1202 1.1150
R1 1.1171 1.1171 1.1145 1.1163
PP 1.1154 1.1154 1.1154 1.1149
S1 1.1123 1.1123 1.1137 1.1115
S2 1.1106 1.1106 1.1132
S3 1.1058 1.1075 1.1128
S4 1.1010 1.1027 1.1115
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 1.1136 0.0124 1.1% 0.0050 0.4% 4% False True 39
10 1.1260 1.0917 0.0343 3.1% 0.0061 0.6% 65% False False 43
20 1.1260 1.0917 0.0343 3.1% 0.0048 0.4% 65% False False 31
40 1.1260 1.0602 0.0658 5.9% 0.0032 0.3% 82% False False 18
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1388
2.618 1.1310
1.618 1.1262
1.000 1.1232
0.618 1.1214
HIGH 1.1184
0.618 1.1166
0.500 1.1160
0.382 1.1154
LOW 1.1136
0.618 1.1106
1.000 1.1088
1.618 1.1058
2.618 1.1010
4.250 1.0932
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1.1160 1.1188
PP 1.1154 1.1172
S1 1.1147 1.1157

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

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