CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.0930 1.0954 0.0024 0.2% 1.0844
High 1.0997 1.0988 -0.0009 -0.1% 1.0964
Low 1.0917 1.0937 0.0020 0.2% 1.0834
Close 1.0948 1.0974 0.0026 0.2% 1.0929
Range 0.0080 0.0051 -0.0029 -36.3% 0.0130
ATR 0.0084 0.0082 -0.0002 -2.8% 0.0000
Volume 24,926 26,897 1,971 7.9% 133,184
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1119 1.1098 1.1002
R3 1.1068 1.1047 1.0988
R2 1.1017 1.1017 1.0983
R1 1.0996 1.0996 1.0979 1.1007
PP 1.0966 1.0966 1.0966 1.0972
S1 1.0945 1.0945 1.0969 1.0956
S2 1.0915 1.0915 1.0965
S3 1.0864 1.0894 1.0960
S4 1.0813 1.0843 1.0946
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1299 1.1244 1.1001
R3 1.1169 1.1114 1.0965
R2 1.1039 1.1039 1.0953
R1 1.0984 1.0984 1.0941 1.1012
PP 1.0909 1.0909 1.0909 1.0923
S1 1.0854 1.0854 1.0917 1.0882
S2 1.0779 1.0779 1.0905
S3 1.0649 1.0724 1.0893
S4 1.0519 1.0594 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0997 1.0871 0.0126 1.1% 0.0073 0.7% 82% False False 26,613
10 1.0997 1.0804 0.0193 1.8% 0.0085 0.8% 88% False False 32,044
20 1.1253 1.0804 0.0449 4.1% 0.0081 0.7% 38% False False 31,115
40 1.1253 1.0804 0.0449 4.1% 0.0084 0.8% 38% False False 30,408
60 1.1253 1.0584 0.0669 6.1% 0.0081 0.7% 58% False False 25,220
80 1.1253 1.0584 0.0669 6.1% 0.0077 0.7% 58% False False 18,926
100 1.1253 1.0298 0.0955 8.7% 0.0072 0.7% 71% False False 15,142
120 1.1253 1.0298 0.0955 8.7% 0.0064 0.6% 71% False False 12,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1122
1.618 1.1071
1.000 1.1039
0.618 1.1020
HIGH 1.0988
0.618 1.0969
0.500 1.0963
0.382 1.0956
LOW 1.0937
0.618 1.0905
1.000 1.0886
1.618 1.0854
2.618 1.0803
4.250 1.0720
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.0970 1.0963
PP 1.0966 1.0951
S1 1.0963 1.0940

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

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