CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1.1033 1.0980 -0.0053 -0.5% 1.0936
High 1.1034 1.1046 0.0012 0.1% 1.1039
Low 1.0961 1.0980 0.0019 0.2% 1.0891
Close 1.0976 1.1045 0.0069 0.6% 1.1034
Range 0.0073 0.0066 -0.0007 -9.6% 0.0148
ATR 0.0066 0.0066 0.0000 0.4% 0.0000
Volume 100 111 11 11.0% 339
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1222 1.1199 1.1081
R3 1.1156 1.1133 1.1063
R2 1.1090 1.1090 1.1057
R1 1.1067 1.1067 1.1051 1.1079
PP 1.1024 1.1024 1.1024 1.1029
S1 1.1001 1.1001 1.1039 1.1013
S2 1.0958 1.0958 1.1033
S3 1.0892 1.0935 1.1027
S4 1.0826 1.0869 1.1009
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 1.1046 1.0891 0.0155 1.4% 0.0080 0.7% 99% True False 84
10 1.1046 1.0891 0.0155 1.4% 0.0065 0.6% 99% True False 64
20 1.1170 1.0829 0.0341 3.1% 0.0065 0.6% 63% False False 47
40 1.1260 1.0829 0.0431 3.9% 0.0057 0.5% 50% False False 39
60 1.1260 1.0602 0.0658 6.0% 0.0043 0.4% 67% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1327
2.618 1.1219
1.618 1.1153
1.000 1.1112
0.618 1.1087
HIGH 1.1046
0.618 1.1021
0.500 1.1013
0.382 1.1005
LOW 1.0980
0.618 1.0939
1.000 1.0914
1.618 1.0873
2.618 1.0807
4.250 1.0700
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1.1034 1.1030
PP 1.1024 1.1014
S1 1.1013 1.0999

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

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