CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.0917 1.0844 -0.0073 -0.7% 1.0962
High 1.0936 1.0885 -0.0051 -0.5% 1.1004
Low 1.0817 1.0834 0.0017 0.2% 1.0804
Close 1.0842 1.0871 0.0029 0.3% 1.0842
Range 0.0119 0.0051 -0.0068 -57.1% 0.0200
ATR 0.0089 0.0086 -0.0003 -3.0% 0.0000
Volume 50,090 21,586 -28,504 -56.9% 190,120
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1016 1.0995 1.0899
R3 1.0965 1.0944 1.0885
R2 1.0914 1.0914 1.0880
R1 1.0893 1.0893 1.0876 1.0904
PP 1.0863 1.0863 1.0863 1.0869
S1 1.0842 1.0842 1.0866 1.0853
S2 1.0812 1.0812 1.0862
S3 1.0761 1.0791 1.0857
S4 1.0710 1.0740 1.0843
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1483 1.1363 1.0952
R3 1.1283 1.1163 1.0897
R2 1.1083 1.1083 1.0879
R1 1.0963 1.0963 1.0860 1.0923
PP 1.0883 1.0883 1.0883 1.0864
S1 1.0763 1.0763 1.0824 1.0723
S2 1.0683 1.0683 1.0805
S3 1.0483 1.0563 1.0787
S4 1.0283 1.0363 1.0732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0998 1.0804 0.0194 1.8% 0.0092 0.8% 35% False False 37,518
10 1.1186 1.0804 0.0382 3.5% 0.0091 0.8% 18% False False 35,653
20 1.1253 1.0804 0.0449 4.1% 0.0088 0.8% 15% False False 32,986
40 1.1253 1.0784 0.0469 4.3% 0.0083 0.8% 19% False False 30,942
60 1.1253 1.0584 0.0669 6.2% 0.0080 0.7% 43% False False 22,503
80 1.1253 1.0584 0.0669 6.2% 0.0075 0.7% 43% False False 16,884
100 1.1253 1.0298 0.0955 8.8% 0.0069 0.6% 60% False False 13,508
120 1.1253 1.0298 0.0955 8.8% 0.0060 0.6% 60% False False 11,257
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1102
2.618 1.1019
1.618 1.0968
1.000 1.0936
0.618 1.0917
HIGH 1.0885
0.618 1.0866
0.500 1.0860
0.382 1.0853
LOW 1.0834
0.618 1.0802
1.000 1.0783
1.618 1.0751
2.618 1.0700
4.250 1.0617
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.0867 1.0893
PP 1.0863 1.0886
S1 1.0860 1.0878

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

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