CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 1.1000 1.0971 -0.0029 -0.3% 1.1217
High 1.1000 1.0998 -0.0002 0.0% 1.1217
Low 1.0967 1.0971 0.0004 0.0% 1.0957
Close 1.0967 1.0978 0.0011 0.1% 1.0970
Range 0.0033 0.0027 -0.0006 -18.2% 0.0260
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 8 9 1 12.5% 129
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1063 1.1048 1.0993
R3 1.1036 1.1021 1.0985
R2 1.1009 1.1009 1.0983
R1 1.0994 1.0994 1.0980 1.1002
PP 1.0982 1.0982 1.0982 1.0986
S1 1.0967 1.0967 1.0976 1.0975
S2 1.0955 1.0955 1.0973
S3 1.0928 1.0940 1.0971
S4 1.0901 1.0913 1.0963
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 1.1135 1.0952 0.0183 1.7% 0.0053 0.5% 14% False False 17
10 1.1260 1.0952 0.0308 2.8% 0.0052 0.5% 8% False False 25
20 1.1260 1.0917 0.0343 3.1% 0.0055 0.5% 18% False False 29
40 1.1260 1.0768 0.0492 4.5% 0.0038 0.3% 43% False False 21
60 1.1260 1.0602 0.0658 6.0% 0.0027 0.2% 57% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.1069
1.618 1.1042
1.000 1.1025
0.618 1.1015
HIGH 1.0998
0.618 1.0988
0.500 1.0985
0.382 1.0981
LOW 1.0971
0.618 1.0954
1.000 1.0944
1.618 1.0927
2.618 1.0900
4.250 1.0856
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 1.0985 1.0980
PP 1.0982 1.0979
S1 1.0980 1.0979

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

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