CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1.1002 1.0920 -0.0082 -0.7% 1.1218
High 1.1002 1.0952 -0.0050 -0.5% 1.1218
Low 1.1002 1.0920 -0.0082 -0.7% 1.0994
Close 1.1002 1.0952 -0.0050 -0.5% 1.0994
Range 0.0000 0.0032 0.0032 0.0224
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1037 1.1027 1.0970
R3 1.1005 1.0995 1.0961
R2 1.0973 1.0973 1.0958
R1 1.0963 1.0963 1.0955 1.0968
PP 1.0941 1.0941 1.0941 1.0944
S1 1.0931 1.0931 1.0949 1.0936
S2 1.0909 1.0909 1.0946
S3 1.0877 1.0899 1.0943
S4 1.0845 1.0867 1.0934
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1741 1.1591 1.1117
R3 1.1517 1.1367 1.1056
R2 1.1293 1.1293 1.1035
R1 1.1143 1.1143 1.1015 1.1106
PP 1.1069 1.1069 1.1069 1.1050
S1 1.0919 1.0919 1.0973 1.0882
S2 1.0845 1.0845 1.0953
S3 1.0621 1.0695 1.0932
S4 1.0397 1.0471 1.0871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1031 1.0920 0.0111 1.0% 0.0006 0.1% 29% False True 1
10 1.1240 1.0920 0.0320 2.9% 0.0003 0.0% 10% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.1036
1.618 1.1004
1.000 1.0984
0.618 1.0972
HIGH 1.0952
0.618 1.0940
0.500 1.0936
0.382 1.0932
LOW 1.0920
0.618 1.0900
1.000 1.0888
1.618 1.0868
2.618 1.0836
4.250 1.0784
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1.0947 1.0961
PP 1.0941 1.0958
S1 1.0936 1.0955

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

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