CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.0909 1.0936 0.0027 0.2% 1.0850
High 1.0965 1.0973 0.0008 0.1% 1.0965
Low 1.0892 1.0936 0.0044 0.4% 1.0850
Close 1.0938 1.0956 0.0018 0.2% 1.0938
Range 0.0073 0.0037 -0.0036 -49.3% 0.0115
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 72 40 -32 -44.4% 166
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1066 1.1048 1.0976
R3 1.1029 1.1011 1.0966
R2 1.0992 1.0992 1.0963
R1 1.0974 1.0974 1.0959 1.0983
PP 1.0955 1.0955 1.0955 1.0960
S1 1.0937 1.0937 1.0953 1.0946
S2 1.0918 1.0918 1.0949
S3 1.0881 1.0900 1.0946
S4 1.0844 1.0863 1.0936
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 1.0973 1.0872 0.0101 0.9% 0.0054 0.5% 83% True False 31
10 1.1000 1.0829 0.0171 1.6% 0.0061 0.6% 74% False False 34
20 1.1260 1.0829 0.0431 3.9% 0.0061 0.6% 29% False False 32
40 1.1260 1.0829 0.0431 3.9% 0.0050 0.5% 29% False False 26
60 1.1260 1.0602 0.0658 6.0% 0.0036 0.3% 54% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1130
2.618 1.1070
1.618 1.1033
1.000 1.1010
0.618 1.0996
HIGH 1.0973
0.618 1.0959
0.500 1.0955
0.382 1.0950
LOW 1.0936
0.618 1.0913
1.000 1.0899
1.618 1.0876
2.618 1.0839
4.250 1.0779
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.0956 1.0948
PP 1.0955 1.0940
S1 1.0955 1.0933

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

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