CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1.0789 1.0807 0.0018 0.2% 1.0664
High 1.0819 1.0987 0.0168 1.6% 1.0793
Low 1.0784 1.0797 0.0013 0.1% 1.0656
Close 1.0808 1.0956 0.0148 1.4% 1.0770
Range 0.0035 0.0190 0.0155 442.9% 0.0137
ATR 0.0074 0.0082 0.0008 11.2% 0.0000
Volume 17,889 48,330 30,441 170.2% 77,840
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1483 1.1410 1.1061
R3 1.1293 1.1220 1.1008
R2 1.1103 1.1103 1.0991
R1 1.1030 1.1030 1.0973 1.1067
PP 1.0913 1.0913 1.0913 1.0932
S1 1.0840 1.0840 1.0939 1.0877
S2 1.0723 1.0723 1.0921
S3 1.0533 1.0650 1.0904
S4 1.0343 1.0460 1.0852
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1151 1.1097 1.0845
R3 1.1014 1.0960 1.0808
R2 1.0877 1.0877 1.0795
R1 1.0823 1.0823 1.0783 1.0850
PP 1.0740 1.0740 1.0740 1.0753
S1 1.0686 1.0686 1.0757 1.0713
S2 1.0603 1.0603 1.0745
S3 1.0466 1.0549 1.0732
S4 1.0329 1.0412 1.0695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0987 1.0711 0.0276 2.5% 0.0087 0.8% 89% True False 28,121
10 1.0987 1.0584 0.0403 3.7% 0.0092 0.8% 92% True False 17,523
20 1.0987 1.0584 0.0403 3.7% 0.0078 0.7% 92% True False 8,932
40 1.0987 1.0584 0.0403 3.7% 0.0069 0.6% 92% True False 4,481
60 1.0987 1.0298 0.0689 6.3% 0.0061 0.6% 96% True False 2,989
80 1.0987 1.0298 0.0689 6.3% 0.0051 0.5% 96% True False 2,242
100 1.0987 1.0230 0.0757 6.9% 0.0042 0.4% 96% True False 1,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 1.1795
2.618 1.1484
1.618 1.1294
1.000 1.1177
0.618 1.1104
HIGH 1.0987
0.618 1.0914
0.500 1.0892
0.382 1.0870
LOW 1.0797
0.618 1.0680
1.000 1.0607
1.618 1.0490
2.618 1.0300
4.250 0.9990
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1.0935 1.0930
PP 1.0913 1.0904
S1 1.0892 1.0879

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

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