CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1.0773 1.0747 -0.0026 -0.2% 1.0628
High 1.0792 1.0789 -0.0003 0.0% 1.0800
Low 1.0731 1.0728 -0.0003 0.0% 1.0628
Close 1.0754 1.0766 0.0012 0.1% 1.0773
Range 0.0061 0.0061 0.0000 0.0% 0.0172
ATR 0.0102 0.0099 -0.0003 -2.9% 0.0000
Volume 19,230 23,311 4,081 21.2% 126,520
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0944 1.0916 1.0800
R3 1.0883 1.0855 1.0783
R2 1.0822 1.0822 1.0777
R1 1.0794 1.0794 1.0772 1.0808
PP 1.0761 1.0761 1.0761 1.0768
S1 1.0733 1.0733 1.0760 1.0747
S2 1.0700 1.0700 1.0755
S3 1.0639 1.0672 1.0749
S4 1.0578 1.0611 1.0732
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1250 1.1183 1.0868
R3 1.1078 1.1011 1.0820
R2 1.0906 1.0906 1.0805
R1 1.0839 1.0839 1.0789 1.0873
PP 1.0734 1.0734 1.0734 1.0750
S1 1.0667 1.0667 1.0757 1.0701
S2 1.0562 1.0562 1.0741
S3 1.0390 1.0495 1.0726
S4 1.0218 1.0323 1.0678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0647 0.0153 1.4% 0.0074 0.7% 78% False False 25,026
10 1.0800 1.0555 0.0245 2.3% 0.0081 0.7% 86% False False 25,237
20 1.0800 1.0259 0.0541 5.0% 0.0107 1.0% 94% False False 29,812
40 1.0962 1.0259 0.0703 6.5% 0.0111 1.0% 72% False False 26,435
60 1.0962 1.0186 0.0776 7.2% 0.0109 1.0% 75% False False 17,717
80 1.0962 1.0186 0.0776 7.2% 0.0089 0.8% 75% False False 13,289
100 1.0962 1.0186 0.0776 7.2% 0.0074 0.7% 75% False False 10,632
120 1.0962 1.0186 0.0776 7.2% 0.0062 0.6% 75% False False 8,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Fibonacci Retracements and Extensions
4.250 1.1048
2.618 1.0949
1.618 1.0888
1.000 1.0850
0.618 1.0827
HIGH 1.0789
0.618 1.0766
0.500 1.0759
0.382 1.0751
LOW 1.0728
0.618 1.0690
1.000 1.0667
1.618 1.0629
2.618 1.0568
4.250 1.0469
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1.0764 1.0765
PP 1.0761 1.0765
S1 1.0759 1.0764

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

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