CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1.0743 1.0737 -0.0006 -0.1% 1.0862
High 1.0766 1.0741 -0.0025 -0.2% 1.0906
Low 1.0717 1.0659 -0.0058 -0.5% 1.0717
Close 1.0742 1.0680 -0.0062 -0.6% 1.0742
Range 0.0049 0.0082 0.0033 67.3% 0.0189
ATR 0.0089 0.0089 0.0000 -0.5% 0.0000
Volume 26,882 39,927 13,045 48.5% 138,124
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0939 1.0892 1.0725
R3 1.0857 1.0810 1.0703
R2 1.0775 1.0775 1.0695
R1 1.0728 1.0728 1.0688 1.0711
PP 1.0693 1.0693 1.0693 1.0685
S1 1.0646 1.0646 1.0672 1.0629
S2 1.0611 1.0611 1.0665
S3 1.0529 1.0564 1.0657
S4 1.0447 1.0482 1.0635
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1355 1.1238 1.0846
R3 1.1166 1.1049 1.0794
R2 1.0977 1.0977 1.0777
R1 1.0860 1.0860 1.0759 1.0824
PP 1.0788 1.0788 1.0788 1.0771
S1 1.0671 1.0671 1.0725 1.0635
S2 1.0599 1.0599 1.0707
S3 1.0410 1.0482 1.0690
S4 1.0221 1.0293 1.0638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0906 1.0659 0.0247 2.3% 0.0081 0.8% 9% False True 32,522
10 1.0936 1.0659 0.0277 2.6% 0.0084 0.8% 8% False True 31,057
20 1.0936 1.0644 0.0292 2.7% 0.0085 0.8% 12% False False 30,554
40 1.0936 1.0259 0.0677 6.3% 0.0097 0.9% 62% False False 30,614
60 1.0962 1.0259 0.0703 6.6% 0.0101 0.9% 60% False False 30,113
80 1.0962 1.0186 0.0776 7.3% 0.0106 1.0% 64% False False 22,750
100 1.0962 1.0186 0.0776 7.3% 0.0092 0.9% 64% False False 18,201
120 1.0962 1.0186 0.0776 7.3% 0.0080 0.8% 64% False False 15,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1090
2.618 1.0956
1.618 1.0874
1.000 1.0823
0.618 1.0792
HIGH 1.0741
0.618 1.0710
0.500 1.0700
0.382 1.0690
LOW 1.0659
0.618 1.0608
1.000 1.0577
1.618 1.0526
2.618 1.0444
4.250 1.0311
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1.0700 1.0756
PP 1.0693 1.0730
S1 1.0687 1.0705

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

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