CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 1.1088 1.1128 0.0040 0.4% 1.1042
High 1.1158 1.1144 -0.0014 -0.1% 1.1158
Low 1.1075 1.1018 -0.0057 -0.5% 1.1018
Close 1.1123 1.1031 -0.0092 -0.8% 1.1031
Range 0.0083 0.0126 0.0043 51.8% 0.0140
ATR 0.0077 0.0081 0.0003 4.5% 0.0000
Volume 31,461 28,183 -3,278 -10.4% 153,673
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1442 1.1363 1.1100
R3 1.1316 1.1237 1.1066
R2 1.1190 1.1190 1.1054
R1 1.1111 1.1111 1.1043 1.1088
PP 1.1064 1.1064 1.1064 1.1053
S1 1.0985 1.0985 1.1019 1.0962
S2 1.0938 1.0938 1.1008
S3 1.0812 1.0859 1.0996
S4 1.0686 1.0733 1.0962
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1489 1.1400 1.1108
R3 1.1349 1.1260 1.1070
R2 1.1209 1.1209 1.1057
R1 1.1120 1.1120 1.1044 1.1095
PP 1.1069 1.1069 1.1069 1.1056
S1 1.0980 1.0980 1.1018 1.0955
S2 1.0929 1.0929 1.1005
S3 1.0789 1.0840 1.0993
S4 1.0649 1.0700 1.0954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1158 1.1018 0.0140 1.3% 0.0094 0.9% 9% False True 30,734
10 1.1158 1.0951 0.0207 1.9% 0.0078 0.7% 39% False False 27,169
20 1.1158 1.0656 0.0502 4.6% 0.0079 0.7% 75% False False 25,703
40 1.1158 1.0584 0.0574 5.2% 0.0076 0.7% 78% False False 13,109
60 1.1158 1.0525 0.0633 5.7% 0.0068 0.6% 80% False False 8,744
80 1.1158 1.0298 0.0860 7.8% 0.0062 0.6% 85% False False 6,559
100 1.1158 1.0230 0.0928 8.4% 0.0050 0.5% 86% False False 5,248
120 1.1158 1.0230 0.0928 8.4% 0.0042 0.4% 86% False False 4,373
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 0.0016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1474
1.618 1.1348
1.000 1.1270
0.618 1.1222
HIGH 1.1144
0.618 1.1096
0.500 1.1081
0.382 1.1066
LOW 1.1018
0.618 1.0940
1.000 1.0892
1.618 1.0814
2.618 1.0688
4.250 1.0483
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 1.1081 1.1088
PP 1.1064 1.1069
S1 1.1048 1.1050

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

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