CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 1.1163 1.1170 0.0007 0.1% 1.1092
High 1.1184 1.1170 -0.0014 -0.1% 1.1260
Low 1.1136 1.1110 -0.0026 -0.2% 1.1092
Close 1.1141 1.1125 -0.0016 -0.1% 1.1216
Range 0.0048 0.0060 0.0012 25.0% 0.0168
ATR 0.0056 0.0056 0.0000 0.5% 0.0000
Volume 11 32 21 190.9% 240
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1315 1.1280 1.1158
R3 1.1255 1.1220 1.1142
R2 1.1195 1.1195 1.1136
R1 1.1160 1.1160 1.1131 1.1148
PP 1.1135 1.1135 1.1135 1.1129
S1 1.1100 1.1100 1.1120 1.1088
S2 1.1075 1.1075 1.1114
S3 1.1015 1.1040 1.1109
S4 1.0955 1.0980 1.1092
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 1.1110 0.0150 1.3% 0.0052 0.5% 10% False True 33
10 1.1260 1.0945 0.0315 2.8% 0.0063 0.6% 57% False False 38
20 1.1260 1.0917 0.0343 3.1% 0.0048 0.4% 61% False False 31
40 1.1260 1.0602 0.0658 5.9% 0.0033 0.3% 79% False False 19
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1327
1.618 1.1267
1.000 1.1230
0.618 1.1207
HIGH 1.1170
0.618 1.1147
0.500 1.1140
0.382 1.1133
LOW 1.1110
0.618 1.1073
1.000 1.1050
1.618 1.1013
2.618 1.0953
4.250 1.0855
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 1.1140 1.1164
PP 1.1135 1.1151
S1 1.1130 1.1138

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

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