CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 1.1135 1.1015 -0.0120 -1.1% 1.1217
High 1.1135 1.1019 -0.0116 -1.0% 1.1217
Low 1.1048 1.0957 -0.0091 -0.8% 1.0957
Close 1.1056 1.0970 -0.0086 -0.8% 1.0970
Range 0.0087 0.0062 -0.0025 -28.7% 0.0260
ATR 0.0058 0.0061 0.0003 5.0% 0.0000
Volume 4 46 42 1,050.0% 129
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1168 1.1131 1.1004
R3 1.1106 1.1069 1.0987
R2 1.1044 1.1044 1.0981
R1 1.1007 1.1007 1.0976 1.0995
PP 1.0982 1.0982 1.0982 1.0976
S1 1.0945 1.0945 1.0964 1.0933
S2 1.0920 1.0920 1.0959
S3 1.0858 1.0883 1.0953
S4 1.0796 1.0821 1.0936
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1828 1.1659 1.1113
R3 1.1568 1.1399 1.1042
R2 1.1308 1.1308 1.1018
R1 1.1139 1.1139 1.0994 1.1094
PP 1.1048 1.1048 1.1048 1.1025
S1 1.0879 1.0879 1.0946 1.0834
S2 1.0788 1.0788 1.0922
S3 1.0528 1.0619 1.0899
S4 1.0268 1.0359 1.0827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1217 1.0957 0.0260 2.4% 0.0059 0.5% 5% False True 25
10 1.1260 1.0957 0.0303 2.8% 0.0059 0.5% 4% False True 36
20 1.1260 1.0917 0.0343 3.1% 0.0051 0.5% 15% False False 33
40 1.1260 1.0715 0.0545 5.0% 0.0037 0.3% 47% False False 20
60 1.1260 1.0602 0.0658 6.0% 0.0026 0.2% 56% False False 14
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1283
2.618 1.1181
1.618 1.1119
1.000 1.1081
0.618 1.1057
HIGH 1.1019
0.618 1.0995
0.500 1.0988
0.382 1.0981
LOW 1.0957
0.618 1.0919
1.000 1.0895
1.618 1.0857
2.618 1.0795
4.250 1.0694
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 1.0988 1.1064
PP 1.0982 1.1032
S1 1.0976 1.1001

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

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