CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 1.0914 1.0940 0.0026 0.2% 1.0952
High 1.0960 1.0949 -0.0011 -0.1% 1.1007
Low 1.0900 1.0897 -0.0003 0.0% 1.0829
Close 1.0940 1.0923 -0.0017 -0.2% 1.0851
Range 0.0060 0.0052 -0.0008 -13.3% 0.0178
ATR 0.0063 0.0062 -0.0001 -1.2% 0.0000
Volume 2 16 14 700.0% 156
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1079 1.1053 1.0952
R3 1.1027 1.1001 1.0937
R2 1.0975 1.0975 1.0933
R1 1.0949 1.0949 1.0928 1.0936
PP 1.0923 1.0923 1.0923 1.0917
S1 1.0897 1.0897 1.0918 1.0884
S2 1.0871 1.0871 1.0913
S3 1.0819 1.0845 1.0909
S4 1.0767 1.0793 1.0894
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 1.0960 1.0829 0.0131 1.2% 0.0060 0.5% 72% False False 38
10 1.1019 1.0829 0.0190 1.7% 0.0062 0.6% 49% False False 29
20 1.1260 1.0829 0.0431 3.9% 0.0059 0.5% 22% False False 33
40 1.1260 1.0829 0.0431 3.9% 0.0047 0.4% 22% False False 24
60 1.1260 1.0602 0.0658 6.0% 0.0034 0.3% 49% False False 18
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 1.1170
2.618 1.1085
1.618 1.1033
1.000 1.1001
0.618 1.0981
HIGH 1.0949
0.618 1.0929
0.500 1.0923
0.382 1.0917
LOW 1.0897
0.618 1.0865
1.000 1.0845
1.618 1.0813
2.618 1.0761
4.250 1.0676
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 1.0923 1.0921
PP 1.0923 1.0918
S1 1.0923 1.0916

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

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