CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.1076 1.1070 -0.0006 -0.1% 1.1042
High 1.1090 1.1100 0.0010 0.1% 1.1158
Low 1.1038 1.0963 -0.0075 -0.7% 1.1018
Close 1.1063 1.0992 -0.0071 -0.6% 1.1031
Range 0.0052 0.0137 0.0085 163.5% 0.0140
ATR 0.0078 0.0082 0.0004 5.5% 0.0000
Volume 26,189 43,094 16,905 64.6% 153,673
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1429 1.1348 1.1067
R3 1.1292 1.1211 1.1030
R2 1.1155 1.1155 1.1017
R1 1.1074 1.1074 1.1005 1.1046
PP 1.1018 1.1018 1.1018 1.1005
S1 1.0937 1.0937 1.0979 1.0909
S2 1.0881 1.0881 1.0967
S3 1.0744 1.0800 1.0954
S4 1.0607 1.0663 1.0917
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 1.0963 0.0195 1.8% 0.0093 0.8% 15% False True 30,242
10 1.1158 1.0963 0.0195 1.8% 0.0087 0.8% 15% False True 29,449
20 1.1158 1.0711 0.0447 4.1% 0.0079 0.7% 63% False False 28,877
40 1.1158 1.0584 0.0574 5.2% 0.0078 0.7% 71% False False 15,395
60 1.1158 1.0584 0.0574 5.2% 0.0069 0.6% 71% False False 10,270
80 1.1158 1.0298 0.0860 7.8% 0.0064 0.6% 81% False False 7,704
100 1.1158 1.0230 0.0928 8.4% 0.0052 0.5% 82% False False 6,163
120 1.1158 1.0230 0.0928 8.4% 0.0044 0.4% 82% False False 5,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1682
2.618 1.1459
1.618 1.1322
1.000 1.1237
0.618 1.1185
HIGH 1.1100
0.618 1.1048
0.500 1.1032
0.382 1.1015
LOW 1.0963
0.618 1.0878
1.000 1.0826
1.618 1.0741
2.618 1.0604
4.250 1.0381
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.1032 1.1032
PP 1.1018 1.1018
S1 1.1005 1.1005

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

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