CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.0875 1.0900 0.0025 0.2% 1.0962
High 1.0926 1.0964 0.0038 0.3% 1.1004
Low 1.0841 1.0871 0.0030 0.3% 1.0804
Close 1.0893 1.0931 0.0038 0.3% 1.0842
Range 0.0085 0.0093 0.0008 9.4% 0.0200
ATR 0.0086 0.0087 0.0000 0.6% 0.0000
Volume 30,352 27,978 -2,374 -7.8% 190,120
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1201 1.1159 1.0982
R3 1.1108 1.1066 1.0957
R2 1.1015 1.1015 1.0948
R1 1.0973 1.0973 1.0940 1.0994
PP 1.0922 1.0922 1.0922 1.0933
S1 1.0880 1.0880 1.0922 1.0901
S2 1.0829 1.0829 1.0914
S3 1.0736 1.0787 1.0905
S4 1.0643 1.0694 1.0880
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 1.0982 1.0804 0.0178 1.6% 0.0105 1.0% 71% False False 38,504
10 1.1127 1.0804 0.0323 3.0% 0.0092 0.8% 39% False False 34,834
20 1.1253 1.0804 0.0449 4.1% 0.0086 0.8% 28% False False 31,828
40 1.1253 1.0804 0.0449 4.1% 0.0082 0.8% 28% False False 30,745
60 1.1253 1.0584 0.0669 6.1% 0.0081 0.7% 52% False False 23,474
80 1.1253 1.0584 0.0669 6.1% 0.0076 0.7% 52% False False 17,613
100 1.1253 1.0298 0.0955 8.7% 0.0070 0.6% 66% False False 14,091
120 1.1253 1.0298 0.0955 8.7% 0.0062 0.6% 66% False False 11,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1359
2.618 1.1207
1.618 1.1114
1.000 1.1057
0.618 1.1021
HIGH 1.0964
0.618 1.0928
0.500 1.0918
0.382 1.0907
LOW 1.0871
0.618 1.0814
1.000 1.0778
1.618 1.0721
2.618 1.0628
4.250 1.0476
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.0927 1.0920
PP 1.0922 1.0910
S1 1.0918 1.0899

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

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