CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 1.0581 1.0659 0.0078 0.7% 1.0737
High 1.0700 1.0752 0.0052 0.5% 1.0741
Low 1.0576 1.0648 0.0072 0.7% 1.0576
Close 1.0664 1.0730 0.0066 0.6% 1.0664
Range 0.0124 0.0104 -0.0020 -16.1% 0.0165
ATR 0.0090 0.0091 0.0001 1.1% 0.0000
Volume 51,632 29,096 -22,536 -43.6% 163,183
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1022 1.0980 1.0787
R3 1.0918 1.0876 1.0759
R2 1.0814 1.0814 1.0749
R1 1.0772 1.0772 1.0740 1.0793
PP 1.0710 1.0710 1.0710 1.0721
S1 1.0668 1.0668 1.0720 1.0689
S2 1.0606 1.0606 1.0711
S3 1.0502 1.0564 1.0701
S4 1.0398 1.0460 1.0673
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1155 1.1075 1.0755
R3 1.0990 1.0910 1.0709
R2 1.0825 1.0825 1.0694
R1 1.0745 1.0745 1.0679 1.0703
PP 1.0660 1.0660 1.0660 1.0639
S1 1.0580 1.0580 1.0649 1.0538
S2 1.0495 1.0495 1.0634
S3 1.0330 1.0415 1.0619
S4 1.0165 1.0250 1.0573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0752 1.0576 0.0176 1.6% 0.0093 0.9% 88% True False 38,455
10 1.0906 1.0576 0.0330 3.1% 0.0083 0.8% 47% False False 33,040
20 1.0936 1.0576 0.0360 3.4% 0.0090 0.8% 43% False False 32,839
40 1.0936 1.0494 0.0442 4.1% 0.0090 0.8% 53% False False 30,322
60 1.0936 1.0259 0.0677 6.3% 0.0098 0.9% 70% False False 31,708
80 1.0962 1.0186 0.0776 7.2% 0.0106 1.0% 70% False False 24,651
100 1.0962 1.0186 0.0776 7.2% 0.0096 0.9% 70% False False 19,724
120 1.0962 1.0186 0.0776 7.2% 0.0083 0.8% 70% False False 16,438
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1194
2.618 1.1024
1.618 1.0920
1.000 1.0856
0.618 1.0816
HIGH 1.0752
0.618 1.0712
0.500 1.0700
0.382 1.0688
LOW 1.0648
0.618 1.0584
1.000 1.0544
1.618 1.0480
2.618 1.0376
4.250 1.0206
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1.0720 1.0708
PP 1.0710 1.0686
S1 1.0700 1.0664

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

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