CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1.1007 1.0915 -0.0092 -0.8% 1.0850
High 1.1010 1.0950 -0.0060 -0.5% 1.0965
Low 1.0891 1.0895 0.0004 0.0% 1.0850
Close 1.0903 1.0938 0.0035 0.3% 1.0938
Range 0.0119 0.0055 -0.0064 -53.8% 0.0115
ATR 0.0064 0.0063 -0.0001 -1.0% 0.0000
Volume 13 66 53 407.7% 166
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1093 1.1070 1.0968
R3 1.1038 1.1015 1.0953
R2 1.0983 1.0983 1.0948
R1 1.0960 1.0960 1.0943 1.0972
PP 1.0928 1.0928 1.0928 1.0933
S1 1.0905 1.0905 1.0933 1.0917
S2 1.0873 1.0873 1.0928
S3 1.0818 1.0850 1.0923
S4 1.0763 1.0795 1.0908
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% 0.0063 0.6% 39% False False 55
10 1.1010 1.0829 0.0181 1.7% 0.0061 0.6% 60% False False 47
20 1.1240 1.0829 0.0411 3.8% 0.0062 0.6% 27% False False 34
40 1.1260 1.0829 0.0431 3.9% 0.0054 0.5% 25% False False 30
60 1.1260 1.0602 0.0658 6.0% 0.0039 0.4% 51% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1184
2.618 1.1094
1.618 1.1039
1.000 1.1005
0.618 1.0984
HIGH 1.0950
0.618 1.0929
0.500 1.0923
0.382 1.0916
LOW 1.0895
0.618 1.0861
1.000 1.0840
1.618 1.0806
2.618 1.0751
4.250 1.0661
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 1.0933 1.0951
PP 1.0928 1.0946
S1 1.0923 1.0942

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

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