CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1.1210 1.1208 -0.0002 0.0% 1.1096
High 1.1250 1.1212 -0.0038 -0.3% 1.1253
Low 1.1159 1.1162 0.0003 0.0% 1.1061
Close 1.1207 1.1186 -0.0021 -0.2% 1.1207
Range 0.0091 0.0050 -0.0041 -45.1% 0.0192
ATR 0.0082 0.0080 -0.0002 -2.8% 0.0000
Volume 27,373 19,337 -8,036 -29.4% 135,693
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1337 1.1311 1.1214
R3 1.1287 1.1261 1.1200
R2 1.1237 1.1237 1.1195
R1 1.1211 1.1211 1.1191 1.1199
PP 1.1187 1.1187 1.1187 1.1181
S1 1.1161 1.1161 1.1181 1.1149
S2 1.1137 1.1137 1.1177
S3 1.1087 1.1111 1.1172
S4 1.1037 1.1061 1.1159
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1750 1.1670 1.1313
R3 1.1558 1.1478 1.1260
R2 1.1366 1.1366 1.1242
R1 1.1286 1.1286 1.1225 1.1326
PP 1.1174 1.1174 1.1174 1.1194
S1 1.1094 1.1094 1.1189 1.1134
S2 1.0982 1.0982 1.1172
S3 1.0790 1.0902 1.1154
S4 1.0598 1.0710 1.1101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1068 0.0185 1.7% 0.0076 0.7% 64% False False 27,400
10 1.1253 1.0900 0.0353 3.2% 0.0085 0.8% 81% False False 30,320
20 1.1253 1.0900 0.0353 3.2% 0.0086 0.8% 81% False False 29,982
40 1.1253 1.0584 0.0669 6.0% 0.0081 0.7% 90% False False 24,785
60 1.1253 1.0584 0.0669 6.0% 0.0074 0.7% 90% False False 16,566
80 1.1253 1.0298 0.0955 8.5% 0.0070 0.6% 93% False False 12,428
100 1.1253 1.0298 0.0955 8.5% 0.0063 0.6% 93% False False 9,943
120 1.1253 1.0230 0.1023 9.1% 0.0053 0.5% 93% False False 8,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1343
1.618 1.1293
1.000 1.1262
0.618 1.1243
HIGH 1.1212
0.618 1.1193
0.500 1.1187
0.382 1.1181
LOW 1.1162
0.618 1.1131
1.000 1.1112
1.618 1.1081
2.618 1.1031
4.250 1.0950
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1.1187 1.1206
PP 1.1187 1.1199
S1 1.1186 1.1193

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

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