CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1.0962 1.1007 0.0045 0.4% 1.0850
High 1.0992 1.1010 0.0018 0.2% 1.0965
Low 1.0962 1.0891 -0.0071 -0.6% 1.0850
Close 1.0982 1.0903 -0.0079 -0.7% 1.0938
Range 0.0030 0.0119 0.0089 296.7% 0.0115
ATR 0.0059 0.0064 0.0004 7.2% 0.0000
Volume 86 13 -73 -84.9% 166
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1292 1.1216 1.0968
R3 1.1173 1.1097 1.0936
R2 1.1054 1.1054 1.0925
R1 1.0978 1.0978 1.0914 1.0957
PP 1.0935 1.0935 1.0935 1.0924
S1 1.0859 1.0859 1.0892 1.0838
S2 1.0816 1.0816 1.0881
S3 1.0697 1.0740 1.0870
S4 1.0578 1.0621 1.0838
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 1.1010 1.0891 0.0119 1.1% 0.0062 0.6% 10% True True 45
10 1.1010 1.0829 0.0181 1.7% 0.0070 0.6% 41% True False 42
20 1.1260 1.0829 0.0431 4.0% 0.0061 0.6% 17% False False 33
40 1.1260 1.0829 0.0431 4.0% 0.0053 0.5% 17% False False 29
60 1.1260 1.0602 0.0658 6.0% 0.0038 0.4% 46% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1516
2.618 1.1322
1.618 1.1203
1.000 1.1129
0.618 1.1084
HIGH 1.1010
0.618 1.0965
0.500 1.0951
0.382 1.0936
LOW 1.0891
0.618 1.0817
1.000 1.0772
1.618 1.0698
2.618 1.0579
4.250 1.0385
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1.0951 1.0951
PP 1.0935 1.0935
S1 1.0919 1.0919

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

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