CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 1.0850 1.0872 0.0022 0.2% 1.0952
High 1.0890 1.0920 0.0030 0.3% 1.1007
Low 1.0850 1.0872 0.0022 0.2% 1.0829
Close 1.0880 1.0902 0.0022 0.2% 1.0851
Range 0.0040 0.0048 0.0008 20.0% 0.0178
ATR 0.0064 0.0063 -0.0001 -1.8% 0.0000
Volume 48 28 -20 -41.7% 156
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1042 1.1020 1.0928
R3 1.0994 1.0972 1.0915
R2 1.0946 1.0946 1.0911
R1 1.0924 1.0924 1.0906 1.0935
PP 1.0898 1.0898 1.0898 1.0904
S1 1.0876 1.0876 1.0898 1.0887
S2 1.0850 1.0850 1.0893
S3 1.0802 1.0828 1.0889
S4 1.0754 1.0780 1.0876
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 1.0998 1.0829 0.0169 1.6% 0.0071 0.7% 43% False False 41
10 1.1170 1.0829 0.0341 3.1% 0.0065 0.6% 21% False False 31
20 1.1260 1.0829 0.0431 4.0% 0.0063 0.6% 17% False False 37
40 1.1260 1.0829 0.0431 4.0% 0.0046 0.4% 17% False False 25
60 1.1260 1.0602 0.0658 6.0% 0.0033 0.3% 46% False False 17
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1124
2.618 1.1046
1.618 1.0998
1.000 1.0968
0.618 1.0950
HIGH 1.0920
0.618 1.0902
0.500 1.0896
0.382 1.0890
LOW 1.0872
0.618 1.0842
1.000 1.0824
1.618 1.0794
2.618 1.0746
4.250 1.0668
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 1.0900 1.0894
PP 1.0898 1.0886
S1 1.0896 1.0878

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

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