CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.0700 1.0801 0.0101 0.9% 1.0847
High 1.0817 1.0853 0.0036 0.3% 1.0853
Low 1.0644 1.0769 0.0125 1.2% 1.0644
Close 1.0806 1.0800 -0.0006 -0.1% 1.0800
Range 0.0173 0.0084 -0.0089 -51.4% 0.0209
ATR 0.0099 0.0098 -0.0001 -1.1% 0.0000
Volume 53,160 32,279 -20,881 -39.3% 174,589
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1059 1.1014 1.0846
R3 1.0975 1.0930 1.0823
R2 1.0891 1.0891 1.0815
R1 1.0846 1.0846 1.0808 1.0827
PP 1.0807 1.0807 1.0807 1.0798
S1 1.0762 1.0762 1.0792 1.0743
S2 1.0723 1.0723 1.0785
S3 1.0639 1.0678 1.0777
S4 1.0555 1.0594 1.0754
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1393 1.1305 1.0915
R3 1.1184 1.1096 1.0857
R2 1.0975 1.0975 1.0838
R1 1.0887 1.0887 1.0819 1.0827
PP 1.0766 1.0766 1.0766 1.0735
S1 1.0678 1.0678 1.0781 1.0618
S2 1.0557 1.0557 1.0762
S3 1.0348 1.0469 1.0743
S4 1.0139 1.0260 1.0685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0644 0.0209 1.9% 0.0103 1.0% 75% True False 34,917
10 1.0904 1.0644 0.0260 2.4% 0.0087 0.8% 60% False False 30,963
20 1.0904 1.0628 0.0276 2.6% 0.0092 0.8% 62% False False 29,810
40 1.0904 1.0259 0.0645 6.0% 0.0102 0.9% 84% False False 30,800
60 1.0962 1.0192 0.0770 7.1% 0.0113 1.0% 79% False False 24,827
80 1.0962 1.0186 0.0776 7.2% 0.0102 0.9% 79% False False 18,627
100 1.0962 1.0186 0.0776 7.2% 0.0085 0.8% 79% False False 14,903
120 1.0962 1.0186 0.0776 7.2% 0.0073 0.7% 79% False False 12,420
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1210
2.618 1.1073
1.618 1.0989
1.000 1.0937
0.618 1.0905
HIGH 1.0853
0.618 1.0821
0.500 1.0811
0.382 1.0801
LOW 1.0769
0.618 1.0717
1.000 1.0685
1.618 1.0633
2.618 1.0549
4.250 1.0412
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.0811 1.0783
PP 1.0807 1.0766
S1 1.0804 1.0749

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

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