CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.0837 1.0871 0.0034 0.3% 1.0740
High 1.0862 1.0892 0.0030 0.3% 1.0842
Low 1.0837 1.0871 0.0034 0.3% 1.0690
Close 1.0862 1.0889 0.0027 0.2% 1.0782
Range 0.0025 0.0021 -0.0004 -16.0% 0.0152
ATR 0.0074 0.0070 -0.0003 -4.2% 0.0000
Volume 1 1 0 0.0% 175
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0947 1.0939 1.0901
R3 1.0926 1.0918 1.0895
R2 1.0905 1.0905 1.0893
R1 1.0897 1.0897 1.0891 1.0901
PP 1.0884 1.0884 1.0884 1.0886
S1 1.0876 1.0876 1.0887 1.0880
S2 1.0863 1.0863 1.0885
S3 1.0842 1.0855 1.0883
S4 1.0821 1.0834 1.0877
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1227 1.1157 1.0866
R3 1.1075 1.1005 1.0824
R2 1.0923 1.0923 1.0810
R1 1.0853 1.0853 1.0796 1.0888
PP 1.0771 1.0771 1.0771 1.0789
S1 1.0701 1.0701 1.0768 1.0736
S2 1.0619 1.0619 1.0754
S3 1.0467 1.0549 1.0740
S4 1.0315 1.0397 1.0698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0892 1.0711 0.0181 1.7% 0.0039 0.4% 98% True False 7
10 1.0892 1.0690 0.0202 1.9% 0.0050 0.5% 99% True False 21
20 1.0892 1.0525 0.0367 3.4% 0.0053 0.5% 99% True False 15
40 1.0963 1.0298 0.0665 6.1% 0.0049 0.5% 89% False False 10
60 1.0963 1.0230 0.0733 6.7% 0.0033 0.3% 90% False False 7
80 1.0963 1.0230 0.0733 6.7% 0.0025 0.2% 90% False False 5
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 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0981
2.618 1.0947
1.618 1.0926
1.000 1.0913
0.618 1.0905
HIGH 1.0892
0.618 1.0884
0.500 1.0882
0.382 1.0879
LOW 1.0871
0.618 1.0858
1.000 1.0850
1.618 1.0837
2.618 1.0816
4.250 1.0782
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.0887 1.0877
PP 1.0884 1.0864
S1 1.0882 1.0852

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

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