CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 1.1047 1.1088 0.0041 0.4% 1.0993
High 1.1127 1.1158 0.0031 0.3% 1.1093
Low 1.1023 1.1075 0.0052 0.5% 1.0951
Close 1.1085 1.1123 0.0038 0.3% 1.1047
Range 0.0104 0.0083 -0.0021 -20.2% 0.0142
ATR 0.0077 0.0077 0.0000 0.6% 0.0000
Volume 32,188 31,461 -727 -2.3% 118,018
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1368 1.1328 1.1169
R3 1.1285 1.1245 1.1146
R2 1.1202 1.1202 1.1138
R1 1.1162 1.1162 1.1131 1.1182
PP 1.1119 1.1119 1.1119 1.1129
S1 1.1079 1.1079 1.1115 1.1099
S2 1.1036 1.1036 1.1108
S3 1.0953 1.0996 1.1100
S4 1.0870 1.0913 1.1077
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1456 1.1394 1.1125
R3 1.1314 1.1252 1.1086
R2 1.1172 1.1172 1.1073
R1 1.1110 1.1110 1.1060 1.1141
PP 1.1030 1.1030 1.1030 1.1046
S1 1.0968 1.0968 1.1034 1.0999
S2 1.0888 1.0888 1.1021
S3 1.0746 1.0826 1.1008
S4 1.0604 1.0684 1.0969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1158 1.0983 0.0175 1.6% 0.0091 0.8% 80% True False 30,696
10 1.1158 1.0951 0.0207 1.9% 0.0070 0.6% 83% True False 27,447
20 1.1158 1.0584 0.0574 5.2% 0.0079 0.7% 94% True False 24,517
40 1.1158 1.0584 0.0574 5.2% 0.0073 0.7% 94% True False 12,404
60 1.1158 1.0470 0.0688 6.2% 0.0069 0.6% 95% True False 8,275
80 1.1158 1.0298 0.0860 7.7% 0.0061 0.5% 96% True False 6,207
100 1.1158 1.0230 0.0928 8.3% 0.0049 0.4% 96% True False 4,966
120 1.1158 1.0230 0.0928 8.3% 0.0041 0.4% 96% True False 4,138
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1511
2.618 1.1375
1.618 1.1292
1.000 1.1241
0.618 1.1209
HIGH 1.1158
0.618 1.1126
0.500 1.1117
0.382 1.1107
LOW 1.1075
0.618 1.1024
1.000 1.0992
1.618 1.0941
2.618 1.0858
4.250 1.0722
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 1.1121 1.1112
PP 1.1119 1.1101
S1 1.1117 1.1091

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

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