CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 1.0628 1.0687 0.0059 0.6% 1.0571
High 1.0733 1.0709 -0.0024 -0.2% 1.0693
Low 1.0628 1.0635 0.0007 0.1% 1.0494
Close 1.0685 1.0707 0.0022 0.2% 1.0628
Range 0.0105 0.0074 -0.0031 -29.5% 0.0199
ATR 0.0114 0.0111 -0.0003 -2.5% 0.0000
Volume 23,479 20,449 -3,030 -12.9% 134,480
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0906 1.0880 1.0748
R3 1.0832 1.0806 1.0727
R2 1.0758 1.0758 1.0721
R1 1.0732 1.0732 1.0714 1.0745
PP 1.0684 1.0684 1.0684 1.0690
S1 1.0658 1.0658 1.0700 1.0671
S2 1.0610 1.0610 1.0693
S3 1.0536 1.0584 1.0687
S4 1.0462 1.0510 1.0666
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1202 1.1114 1.0737
R3 1.1003 1.0915 1.0683
R2 1.0804 1.0804 1.0664
R1 1.0716 1.0716 1.0646 1.0760
PP 1.0605 1.0605 1.0605 1.0627
S1 1.0517 1.0517 1.0610 1.0561
S2 1.0406 1.0406 1.0592
S3 1.0207 1.0318 1.0573
S4 1.0008 1.0119 1.0519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0733 1.0555 0.0178 1.7% 0.0087 0.8% 85% False False 25,449
10 1.0733 1.0267 0.0466 4.4% 0.0120 1.1% 94% False False 30,080
20 1.0739 1.0259 0.0480 4.5% 0.0109 1.0% 93% False False 30,474
40 1.0962 1.0239 0.0723 6.8% 0.0121 1.1% 65% False False 23,408
60 1.0962 1.0186 0.0776 7.2% 0.0107 1.0% 67% False False 15,632
80 1.0962 1.0186 0.0776 7.2% 0.0086 0.8% 67% False False 11,725
100 1.0962 1.0186 0.0776 7.2% 0.0071 0.7% 67% False False 9,381
120 1.1048 1.0186 0.0862 8.1% 0.0059 0.6% 60% False False 7,817
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 True
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1024
2.618 1.0903
1.618 1.0829
1.000 1.0783
0.618 1.0755
HIGH 1.0709
0.618 1.0681
0.500 1.0672
0.382 1.0663
LOW 1.0635
0.618 1.0589
1.000 1.0561
1.618 1.0515
2.618 1.0441
4.250 1.0321
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 1.0695 1.0689
PP 1.0684 1.0671
S1 1.0672 1.0654

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

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