CME Swiss Franc Future September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1.0659 1.0725 0.0066 0.6% 1.0737
High 1.0752 1.0734 -0.0018 -0.2% 1.0741
Low 1.0648 1.0677 0.0029 0.3% 1.0576
Close 1.0730 1.0698 -0.0032 -0.3% 1.0664
Range 0.0104 0.0057 -0.0047 -45.2% 0.0165
ATR 0.0091 0.0089 -0.0002 -2.7% 0.0000
Volume 29,096 28,853 -243 -0.8% 163,183
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0874 1.0843 1.0729
R3 1.0817 1.0786 1.0714
R2 1.0760 1.0760 1.0708
R1 1.0729 1.0729 1.0703 1.0716
PP 1.0703 1.0703 1.0703 1.0697
S1 1.0672 1.0672 1.0693 1.0659
S2 1.0646 1.0646 1.0688
S3 1.0589 1.0615 1.0682
S4 1.0532 1.0558 1.0667
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% 0.0088 0.8% 69% False False 36,241
10 1.0906 1.0576 0.0330 3.1% 0.0084 0.8% 37% False False 34,381
20 1.0936 1.0576 0.0360 3.4% 0.0089 0.8% 34% False False 33,235
40 1.0936 1.0533 0.0403 3.8% 0.0089 0.8% 41% False False 30,476
60 1.0936 1.0259 0.0677 6.3% 0.0098 0.9% 65% False False 31,431
80 1.0962 1.0186 0.0776 7.3% 0.0106 1.0% 66% False False 25,012
100 1.0962 1.0186 0.0776 7.3% 0.0096 0.9% 66% False False 20,013
120 1.0962 1.0186 0.0776 7.3% 0.0084 0.8% 66% False False 16,678
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0976
2.618 1.0883
1.618 1.0826
1.000 1.0791
0.618 1.0769
HIGH 1.0734
0.618 1.0712
0.500 1.0706
0.382 1.0699
LOW 1.0677
0.618 1.0642
1.000 1.0620
1.618 1.0585
2.618 1.0528
4.250 1.0435
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1.0706 1.0687
PP 1.0703 1.0675
S1 1.0701 1.0664

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

View Archives - Comment on this page... - Back to Index of Symbols