CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 1.0719 1.0700 -0.0019 -0.2% 1.0768
High 1.0728 1.0817 0.0089 0.8% 1.0904
Low 1.0666 1.0644 -0.0022 -0.2% 1.0717
Close 1.0700 1.0806 0.0106 1.0% 1.0844
Range 0.0062 0.0173 0.0111 179.0% 0.0187
ATR 0.0093 0.0099 0.0006 6.1% 0.0000
Volume 29,081 53,160 24,079 82.8% 135,042
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1275 1.1213 1.0901
R3 1.1102 1.1040 1.0854
R2 1.0929 1.0929 1.0838
R1 1.0867 1.0867 1.0822 1.0898
PP 1.0756 1.0756 1.0756 1.0771
S1 1.0694 1.0694 1.0790 1.0725
S2 1.0583 1.0583 1.0774
S3 1.0410 1.0521 1.0758
S4 1.0237 1.0348 1.0711
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1383 1.1300 1.0947
R3 1.1196 1.1113 1.0895
R2 1.1009 1.1009 1.0878
R1 1.0926 1.0926 1.0861 1.0968
PP 1.0822 1.0822 1.0822 1.0842
S1 1.0739 1.0739 1.0827 1.0781
S2 1.0635 1.0635 1.0810
S3 1.0448 1.0552 1.0793
S4 1.0261 1.0365 1.0741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0644 0.0240 2.2% 0.0095 0.9% 68% False True 32,831
10 1.0904 1.0644 0.0260 2.4% 0.0091 0.8% 62% False True 31,400
20 1.0904 1.0574 0.0330 3.1% 0.0091 0.8% 70% False False 29,223
40 1.0904 1.0259 0.0645 6.0% 0.0103 1.0% 85% False False 31,294
60 1.0962 1.0186 0.0776 7.2% 0.0114 1.1% 80% False False 24,290
80 1.0962 1.0186 0.0776 7.2% 0.0101 0.9% 80% False False 18,224
100 1.0962 1.0186 0.0776 7.2% 0.0085 0.8% 80% False False 14,581
120 1.0962 1.0186 0.0776 7.2% 0.0072 0.7% 80% False False 12,151
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 0.0021
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1270
1.618 1.1097
1.000 1.0990
0.618 1.0924
HIGH 1.0817
0.618 1.0751
0.500 1.0731
0.382 1.0710
LOW 1.0644
0.618 1.0537
1.000 1.0471
1.618 1.0364
2.618 1.0191
4.250 0.9909
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 1.0781 1.0781
PP 1.0756 1.0756
S1 1.0731 1.0731

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

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