CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 1.0851 1.0920 0.0069 0.6% 1.0790
High 1.0938 1.0920 -0.0018 -0.2% 1.0857
Low 1.0828 1.0847 0.0019 0.2% 1.0667
Close 1.0916 1.0865 -0.0051 -0.5% 1.0809
Range 0.0110 0.0073 -0.0037 -33.6% 0.0190
ATR 0.0075 0.0075 0.0000 -0.2% 0.0000
Volume 10 78 68 680.0% 166
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1096 1.1054 1.0905
R3 1.1023 1.0981 1.0885
R2 1.0950 1.0950 1.0878
R1 1.0908 1.0908 1.0872 1.0893
PP 1.0877 1.0877 1.0877 1.0870
S1 1.0835 1.0835 1.0858 1.0820
S2 1.0804 1.0804 1.0852
S3 1.0731 1.0762 1.0845
S4 1.0658 1.0689 1.0825
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1348 1.1268 1.0914
R3 1.1158 1.1078 1.0861
R2 1.0968 1.0968 1.0844
R1 1.0888 1.0888 1.0826 1.0928
PP 1.0778 1.0778 1.0778 1.0798
S1 1.0698 1.0698 1.0792 1.0738
S2 1.0588 1.0588 1.0774
S3 1.0398 1.0508 1.0757
S4 1.0208 1.0318 1.0705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0938 1.0667 0.0271 2.5% 0.0091 0.8% 73% False False 52
10 1.0938 1.0667 0.0271 2.5% 0.0067 0.6% 73% False False 44
20 1.0938 1.0667 0.0271 2.5% 0.0062 0.6% 73% False False 32
40 1.0938 1.0298 0.0640 5.9% 0.0054 0.5% 89% False False 19
60 1.0963 1.0298 0.0665 6.1% 0.0043 0.4% 85% False False 14
80 1.0963 1.0230 0.0733 6.7% 0.0033 0.3% 87% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1230
2.618 1.1111
1.618 1.1038
1.000 1.0993
0.618 1.0965
HIGH 1.0920
0.618 1.0892
0.500 1.0884
0.382 1.0875
LOW 1.0847
0.618 1.0802
1.000 1.0774
1.618 1.0729
2.618 1.0656
4.250 1.0537
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1.0884 1.0868
PP 1.0877 1.0867
S1 1.0871 1.0866

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

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