CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.0940 1.0909 -0.0031 -0.3% 1.0850
High 1.0949 1.0965 0.0016 0.1% 1.0965
Low 1.0897 1.0892 -0.0005 0.0% 1.0850
Close 1.0923 1.0938 0.0015 0.1% 1.0938
Range 0.0052 0.0073 0.0021 40.4% 0.0115
ATR 0.0062 0.0063 0.0001 1.2% 0.0000
Volume 16 72 56 350.0% 166
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1151 1.1117 1.0978
R3 1.1078 1.1044 1.0958
R2 1.1005 1.1005 1.0951
R1 1.0971 1.0971 1.0945 1.0988
PP 1.0932 1.0932 1.0932 1.0940
S1 1.0898 1.0898 1.0931 1.0915
S2 1.0859 1.0859 1.0925
S3 1.0786 1.0825 1.0918
S4 1.0713 1.0752 1.0898
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1263 1.1215 1.1001
R3 1.1148 1.1100 1.0970
R2 1.1033 1.1033 1.0959
R1 1.0985 1.0985 1.0949 1.1009
PP 1.0918 1.0918 1.0918 1.0930
S1 1.0870 1.0870 1.0927 1.0894
S2 1.0803 1.0803 1.0917
S3 1.0688 1.0755 1.0906
S4 1.0573 1.0640 1.0875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0965 1.0850 0.0115 1.1% 0.0055 0.5% 77% True False 33
10 1.1007 1.0829 0.0178 1.6% 0.0063 0.6% 61% False False 32
20 1.1260 1.0829 0.0431 3.9% 0.0061 0.6% 25% False False 34
40 1.1260 1.0829 0.0431 3.9% 0.0049 0.4% 25% False False 25
60 1.1260 1.0602 0.0658 6.0% 0.0035 0.3% 51% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1275
2.618 1.1156
1.618 1.1083
1.000 1.1038
0.618 1.1010
HIGH 1.0965
0.618 1.0937
0.500 1.0929
0.382 1.0920
LOW 1.0892
0.618 1.0847
1.000 1.0819
1.618 1.0774
2.618 1.0701
4.250 1.0582
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 1.0935 1.0935
PP 1.0932 1.0932
S1 1.0929 1.0929

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

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