CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 1.0703 1.0674 -0.0029 -0.3% 1.0571
High 1.0711 1.0777 0.0066 0.6% 1.0693
Low 1.0656 1.0647 -0.0009 -0.1% 1.0494
Close 1.0668 1.0737 0.0069 0.6% 1.0628
Range 0.0055 0.0130 0.0075 136.4% 0.0199
ATR 0.0107 0.0109 0.0002 1.5% 0.0000
Volume 26,052 31,765 5,713 21.9% 134,480
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1110 1.1054 1.0809
R3 1.0980 1.0924 1.0773
R2 1.0850 1.0850 1.0761
R1 1.0794 1.0794 1.0749 1.0822
PP 1.0720 1.0720 1.0720 1.0735
S1 1.0664 1.0664 1.0725 1.0692
S2 1.0590 1.0590 1.0713
S3 1.0460 1.0534 1.0701
S4 1.0330 1.0404 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 1.0777 1.0574 0.0203 1.9% 0.0087 0.8% 80% True False 24,455
10 1.0777 1.0494 0.0283 2.6% 0.0093 0.9% 86% True False 26,676
20 1.0777 1.0259 0.0518 4.8% 0.0110 1.0% 92% True False 30,601
40 1.0962 1.0259 0.0703 6.5% 0.0117 1.1% 68% False False 24,844
60 1.0962 1.0186 0.0776 7.2% 0.0107 1.0% 71% False False 16,595
80 1.0962 1.0186 0.0776 7.2% 0.0088 0.8% 71% False False 12,448
100 1.0962 1.0186 0.0776 7.2% 0.0072 0.7% 71% False False 9,959
120 1.1044 1.0186 0.0858 8.0% 0.0061 0.6% 64% False False 8,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1330
2.618 1.1117
1.618 1.0987
1.000 1.0907
0.618 1.0857
HIGH 1.0777
0.618 1.0727
0.500 1.0712
0.382 1.0697
LOW 1.0647
0.618 1.0567
1.000 1.0517
1.618 1.0437
2.618 1.0307
4.250 1.0095
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 1.0729 1.0727
PP 1.0720 1.0716
S1 1.0712 1.0706

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

View Archives - Comment on this page... - Back to Index of Symbols