CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 1.1015 1.0952 -0.0063 -0.6% 1.1217
High 1.1019 1.1007 -0.0012 -0.1% 1.1217
Low 1.0957 1.0952 -0.0005 0.0% 1.0957
Close 1.0970 1.1007 0.0037 0.3% 1.0970
Range 0.0062 0.0055 -0.0007 -11.3% 0.0260
ATR 0.0061 0.0061 0.0000 -0.7% 0.0000
Volume 46 19 -27 -58.7% 129
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1154 1.1135 1.1037
R3 1.1099 1.1080 1.1022
R2 1.1044 1.1044 1.1017
R1 1.1025 1.1025 1.1012 1.1035
PP 1.0989 1.0989 1.0989 1.0993
S1 1.0970 1.0970 1.1002 1.0980
S2 1.0934 1.0934 1.0997
S3 1.0879 1.0915 1.0992
S4 1.0824 1.0860 1.0977
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 1.1184 1.0952 0.0232 2.1% 0.0062 0.6% 24% False True 22
10 1.1260 1.0952 0.0308 2.8% 0.0062 0.6% 18% False True 30
20 1.1260 1.0917 0.0343 3.1% 0.0054 0.5% 26% False False 30
40 1.1260 1.0715 0.0545 5.0% 0.0038 0.3% 54% False False 20
60 1.1260 1.0602 0.0658 6.0% 0.0026 0.2% 62% False False 14
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1241
2.618 1.1151
1.618 1.1096
1.000 1.1062
0.618 1.1041
HIGH 1.1007
0.618 1.0986
0.500 1.0980
0.382 1.0973
LOW 1.0952
0.618 1.0918
1.000 1.0897
1.618 1.0863
2.618 1.0808
4.250 1.0718
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 1.0998 1.1044
PP 1.0989 1.1031
S1 1.0980 1.1019

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

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