CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.0737 1.0677 -0.0060 -0.6% 1.0862
High 1.0741 1.0698 -0.0043 -0.4% 1.0906
Low 1.0659 1.0658 -0.0001 0.0% 1.0717
Close 1.0680 1.0683 0.0003 0.0% 1.0742
Range 0.0082 0.0040 -0.0042 -51.2% 0.0189
ATR 0.0089 0.0085 -0.0003 -3.9% 0.0000
Volume 39,927 23,345 -16,582 -41.5% 138,124
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0800 1.0781 1.0705
R3 1.0760 1.0741 1.0694
R2 1.0720 1.0720 1.0690
R1 1.0701 1.0701 1.0687 1.0711
PP 1.0680 1.0680 1.0680 1.0684
S1 1.0661 1.0661 1.0679 1.0671
S2 1.0640 1.0640 1.0676
S3 1.0600 1.0621 1.0672
S4 1.0560 1.0581 1.0661
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 1.0658 0.0248 2.3% 0.0075 0.7% 10% False True 30,298
10 1.0915 1.0658 0.0257 2.4% 0.0076 0.7% 10% False True 29,058
20 1.0936 1.0644 0.0292 2.7% 0.0083 0.8% 13% False False 30,385
40 1.0936 1.0267 0.0669 6.3% 0.0095 0.9% 62% False False 30,157
60 1.0962 1.0259 0.0703 6.6% 0.0100 0.9% 60% False False 30,389
80 1.0962 1.0186 0.0776 7.3% 0.0105 1.0% 64% False False 23,041
100 1.0962 1.0186 0.0776 7.3% 0.0093 0.9% 64% False False 18,434
120 1.0962 1.0186 0.0776 7.3% 0.0081 0.8% 64% False False 15,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 1.0868
2.618 1.0803
1.618 1.0763
1.000 1.0738
0.618 1.0723
HIGH 1.0698
0.618 1.0683
0.500 1.0678
0.382 1.0673
LOW 1.0658
0.618 1.0633
1.000 1.0618
1.618 1.0593
2.618 1.0553
4.250 1.0488
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.0681 1.0712
PP 1.0680 1.0702
S1 1.0678 1.0693

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

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