CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1.0980 1.1033 0.0053 0.5% 1.0936
High 1.1046 1.1069 0.0023 0.2% 1.1039
Low 1.0980 1.1012 0.0032 0.3% 1.0891
Close 1.1045 1.1024 -0.0021 -0.2% 1.1034
Range 0.0066 0.0057 -0.0009 -13.6% 0.0148
ATR 0.0066 0.0066 -0.0001 -1.0% 0.0000
Volume 111 78 -33 -29.7% 339
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1206 1.1172 1.1055
R3 1.1149 1.1115 1.1040
R2 1.1092 1.1092 1.1034
R1 1.1058 1.1058 1.1029 1.1047
PP 1.1035 1.1035 1.1035 1.1029
S1 1.1001 1.1001 1.1019 1.0990
S2 1.0978 1.0978 1.1014
S3 1.0921 1.0944 1.1008
S4 1.0864 1.0887 1.0993
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 1.1069 1.0895 0.0174 1.6% 0.0068 0.6% 74% True False 97
10 1.1069 1.0891 0.0178 1.6% 0.0065 0.6% 75% True False 71
20 1.1135 1.0829 0.0306 2.8% 0.0065 0.6% 64% False False 50
40 1.1260 1.0829 0.0431 3.9% 0.0057 0.5% 45% False False 40
60 1.1260 1.0602 0.0658 6.0% 0.0044 0.4% 64% False False 29
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1311
2.618 1.1218
1.618 1.1161
1.000 1.1126
0.618 1.1104
HIGH 1.1069
0.618 1.1047
0.500 1.1041
0.382 1.1034
LOW 1.1012
0.618 1.0977
1.000 1.0955
1.618 1.0920
2.618 1.0863
4.250 1.0770
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1.1041 1.1021
PP 1.1035 1.1018
S1 1.1030 1.1015

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

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