CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 1.0913 1.0947 0.0034 0.3% 1.0930
High 1.0958 1.1035 0.0077 0.7% 1.1035
Low 1.0885 1.0930 0.0045 0.4% 1.0879
Close 1.0930 1.1025 0.0095 0.9% 1.1025
Range 0.0073 0.0105 0.0032 43.8% 0.0156
ATR 0.0085 0.0086 0.0001 1.7% 0.0000
Volume 33,334 32,518 -816 -2.4% 159,743
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1312 1.1273 1.1083
R3 1.1207 1.1168 1.1054
R2 1.1102 1.1102 1.1044
R1 1.1063 1.1063 1.1035 1.1083
PP 1.0997 1.0997 1.0997 1.1006
S1 1.0958 1.0958 1.1015 1.0978
S2 1.0892 1.0892 1.1006
S3 1.0787 1.0853 1.0996
S4 1.0682 1.0748 1.0967
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1448 1.1392 1.1111
R3 1.1292 1.1236 1.1068
R2 1.1136 1.1136 1.1054
R1 1.1080 1.1080 1.1039 1.1108
PP 1.0980 1.0980 1.0980 1.0994
S1 1.0924 1.0924 1.1011 1.0952
S2 1.0824 1.0824 1.0996
S3 1.0668 1.0768 1.0982
S4 1.0512 1.0612 1.0939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1035 1.0879 0.0156 1.4% 0.0089 0.8% 94% True False 31,948
10 1.1035 1.0834 0.0201 1.8% 0.0082 0.7% 95% True False 29,292
20 1.1212 1.0804 0.0408 3.7% 0.0086 0.8% 54% False False 32,360
40 1.1253 1.0804 0.0449 4.1% 0.0086 0.8% 49% False False 31,277
60 1.1253 1.0584 0.0669 6.1% 0.0082 0.7% 66% False False 27,006
80 1.1253 1.0584 0.0669 6.1% 0.0078 0.7% 66% False False 20,273
100 1.1253 1.0298 0.0955 8.7% 0.0074 0.7% 76% False False 16,221
120 1.1253 1.0298 0.0955 8.7% 0.0066 0.6% 76% False False 13,518
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1310
1.618 1.1205
1.000 1.1140
0.618 1.1100
HIGH 1.1035
0.618 1.0995
0.500 1.0983
0.382 1.0970
LOW 1.0930
0.618 1.0865
1.000 1.0825
1.618 1.0760
2.618 1.0655
4.250 1.0484
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 1.1011 1.1002
PP 1.0997 1.0980
S1 1.0983 1.0957

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

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