CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 1.0871 1.0870 -0.0001 0.0% 1.0764
High 1.0892 1.0883 -0.0009 -0.1% 1.0892
Low 1.0871 1.0853 -0.0018 -0.2% 1.0756
Close 1.0889 1.0853 -0.0036 -0.3% 1.0853
Range 0.0021 0.0030 0.0009 42.9% 0.0136
ATR 0.0070 0.0068 -0.0002 -3.5% 0.0000
Volume 1 96 95 9,500.0% 123
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0953 1.0933 1.0870
R3 1.0923 1.0903 1.0861
R2 1.0893 1.0893 1.0859
R1 1.0873 1.0873 1.0856 1.0868
PP 1.0863 1.0863 1.0863 1.0861
S1 1.0843 1.0843 1.0850 1.0838
S2 1.0833 1.0833 1.0848
S3 1.0803 1.0813 1.0845
S4 1.0773 1.0783 1.0837
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1242 1.1183 1.0928
R3 1.1106 1.1047 1.0890
R2 1.0970 1.0970 1.0878
R1 1.0911 1.0911 1.0865 1.0941
PP 1.0834 1.0834 1.0834 1.0848
S1 1.0775 1.0775 1.0841 1.0805
S2 1.0698 1.0698 1.0828
S3 1.0562 1.0639 1.0816
S4 1.0426 1.0503 1.0778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0892 1.0756 0.0136 1.3% 0.0029 0.3% 71% False False 24
10 1.0892 1.0690 0.0202 1.9% 0.0051 0.5% 81% False False 29
20 1.0892 1.0525 0.0367 3.4% 0.0050 0.5% 89% False False 18
40 1.0903 1.0298 0.0605 5.6% 0.0048 0.4% 92% False False 12
60 1.0963 1.0230 0.0733 6.8% 0.0033 0.3% 85% False False 8
80 1.0963 1.0230 0.0733 6.8% 0.0026 0.2% 85% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1011
2.618 1.0962
1.618 1.0932
1.000 1.0913
0.618 1.0902
HIGH 1.0883
0.618 1.0872
0.500 1.0868
0.382 1.0864
LOW 1.0853
0.618 1.0834
1.000 1.0823
1.618 1.0804
2.618 1.0774
4.250 1.0726
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 1.0868 1.0865
PP 1.0863 1.0861
S1 1.0858 1.0857

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

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