CME Swiss Franc Future December 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 1.0590 1.0664 0.0074 0.7% 1.0734
High 1.0709 1.0759 0.0050 0.5% 1.0743
Low 1.0584 1.0656 0.0072 0.7% 1.0584
Close 1.0672 1.0738 0.0066 0.6% 1.0672
Range 0.0125 0.0103 -0.0022 -17.6% 0.0159
ATR 0.0077 0.0079 0.0002 2.4% 0.0000
Volume 4,457 4,334 -123 -2.8% 7,778
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1027 1.0985 1.0795
R3 1.0924 1.0882 1.0766
R2 1.0821 1.0821 1.0757
R1 1.0779 1.0779 1.0747 1.0800
PP 1.0718 1.0718 1.0718 1.0728
S1 1.0676 1.0676 1.0729 1.0697
S2 1.0615 1.0615 1.0719
S3 1.0512 1.0573 1.0710
S4 1.0409 1.0470 1.0681
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1143 1.1067 1.0759
R3 1.0984 1.0908 1.0716
R2 1.0825 1.0825 1.0701
R1 1.0749 1.0749 1.0687 1.0708
PP 1.0666 1.0666 1.0666 1.0646
S1 1.0590 1.0590 1.0657 1.0549
S2 1.0507 1.0507 1.0643
S3 1.0348 1.0431 1.0628
S4 1.0189 1.0272 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0759 1.0584 0.0175 1.6% 0.0089 0.8% 88% True False 2,422
10 1.0910 1.0584 0.0326 3.0% 0.0077 0.7% 47% False False 1,402
20 1.0938 1.0584 0.0354 3.3% 0.0076 0.7% 44% False False 727
40 1.0938 1.0525 0.0413 3.8% 0.0063 0.6% 52% False False 372
60 1.0938 1.0298 0.0640 6.0% 0.0057 0.5% 69% False False 250
80 1.0963 1.0230 0.0733 6.8% 0.0044 0.4% 69% False False 188
100 1.0963 1.0230 0.0733 6.8% 0.0036 0.3% 69% False False 151
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1197
2.618 1.1029
1.618 1.0926
1.000 1.0862
0.618 1.0823
HIGH 1.0759
0.618 1.0720
0.500 1.0708
0.382 1.0695
LOW 1.0656
0.618 1.0592
1.000 1.0553
1.618 1.0489
2.618 1.0386
4.250 1.0218
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1.0728 1.0716
PP 1.0718 1.0694
S1 1.0708 1.0672

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

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