CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 1.0915 1.0952 0.0037 0.3% 1.0936
High 1.0950 1.1039 0.0089 0.8% 1.1039
Low 1.0895 1.0952 0.0057 0.5% 1.0891
Close 1.0938 1.1034 0.0096 0.9% 1.1034
Range 0.0055 0.0087 0.0032 58.2% 0.0148
ATR 0.0063 0.0066 0.0003 4.3% 0.0000
Volume 66 134 68 103.0% 339
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1269 1.1239 1.1082
R3 1.1182 1.1152 1.1058
R2 1.1095 1.1095 1.1050
R1 1.1065 1.1065 1.1042 1.1080
PP 1.1008 1.1008 1.1008 1.1016
S1 1.0978 1.0978 1.1026 1.0993
S2 1.0921 1.0921 1.1018
S3 1.0834 1.0891 1.1010
S4 1.0747 1.0804 1.0986
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1432 1.1381 1.1115
R3 1.1284 1.1233 1.1075
R2 1.1136 1.1136 1.1061
R1 1.1085 1.1085 1.1048 1.1111
PP 1.0988 1.0988 1.0988 1.1001
S1 1.0937 1.0937 1.1020 1.0963
S2 1.0840 1.0840 1.1007
S3 1.0692 1.0789 1.0993
S4 1.0544 1.0641 1.0953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0891 0.0148 1.3% 0.0066 0.6% 97% True False 67
10 1.1039 1.0850 0.0189 1.7% 0.0060 0.5% 97% True False 50
20 1.1217 1.0829 0.0388 3.5% 0.0063 0.6% 53% False False 39
40 1.1260 1.0829 0.0431 3.9% 0.0056 0.5% 48% False False 34
60 1.1260 1.0602 0.0658 6.0% 0.0041 0.4% 66% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1409
2.618 1.1267
1.618 1.1180
1.000 1.1126
0.618 1.1093
HIGH 1.1039
0.618 1.1006
0.500 1.0996
0.382 1.0985
LOW 1.0952
0.618 1.0898
1.000 1.0865
1.618 1.0811
2.618 1.0724
4.250 1.0582
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 1.1021 1.1011
PP 1.1008 1.0988
S1 1.0996 1.0965

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

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