CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 1.0973 1.0917 -0.0056 -0.5% 1.0952
High 1.0973 1.0927 -0.0046 -0.4% 1.1007
Low 1.0831 1.0829 -0.0002 0.0% 1.0829
Close 1.0929 1.0851 -0.0078 -0.7% 1.0851
Range 0.0142 0.0098 -0.0044 -31.0% 0.0178
ATR 0.0064 0.0066 0.0003 4.1% 0.0000
Volume 20 100 80 400.0% 156
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1163 1.1105 1.0905
R3 1.1065 1.1007 1.0878
R2 1.0967 1.0967 1.0869
R1 1.0909 1.0909 1.0860 1.0889
PP 1.0869 1.0869 1.0869 1.0859
S1 1.0811 1.0811 1.0842 1.0791
S2 1.0771 1.0771 1.0833
S3 1.0673 1.0713 1.0824
S4 1.0575 1.0615 1.0797
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1430 1.1318 1.0949
R3 1.1252 1.1140 1.0900
R2 1.1074 1.1074 1.0884
R1 1.0962 1.0962 1.0867 1.0929
PP 1.0896 1.0896 1.0896 1.0879
S1 1.0784 1.0784 1.0835 1.0751
S2 1.0718 1.0718 1.0818
S3 1.0540 1.0606 1.0802
S4 1.0362 1.0428 1.0753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1007 1.0829 0.0178 1.6% 0.0071 0.7% 12% False True 31
10 1.1217 1.0829 0.0388 3.6% 0.0065 0.6% 6% False True 28
20 1.1260 1.0829 0.0431 4.0% 0.0064 0.6% 5% False True 34
40 1.1260 1.0797 0.0463 4.3% 0.0044 0.4% 12% False False 23
60 1.1260 1.0602 0.0658 6.1% 0.0031 0.3% 38% False False 16
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1344
2.618 1.1184
1.618 1.1086
1.000 1.1025
0.618 1.0988
HIGH 1.0927
0.618 1.0890
0.500 1.0878
0.382 1.0866
LOW 1.0829
0.618 1.0768
1.000 1.0731
1.618 1.0670
2.618 1.0572
4.250 1.0413
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 1.0878 1.0914
PP 1.0869 1.0893
S1 1.0860 1.0872

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

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