CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.1029 1.1022 -0.0007 -0.1% 1.1031
High 1.1063 1.1077 0.0014 0.1% 1.1077
Low 1.0999 1.1006 0.0007 0.1% 1.0952
Close 1.1015 1.1028 0.0013 0.1% 1.1028
Range 0.0064 0.0071 0.0007 10.9% 0.0125
ATR 0.0084 0.0083 -0.0001 -1.1% 0.0000
Volume 25,411 33,976 8,565 33.7% 111,935
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1250 1.1210 1.1067
R3 1.1179 1.1139 1.1048
R2 1.1108 1.1108 1.1041
R1 1.1068 1.1068 1.1035 1.1088
PP 1.1037 1.1037 1.1037 1.1047
S1 1.0997 1.0997 1.1021 1.1017
S2 1.0966 1.0966 1.1015
S3 1.0895 1.0926 1.1008
S4 1.0824 1.0855 1.0989
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1394 1.1336 1.1097
R3 1.1269 1.1211 1.1062
R2 1.1144 1.1144 1.1051
R1 1.1086 1.1086 1.1039 1.1053
PP 1.1019 1.1019 1.1019 1.1002
S1 1.0961 1.0961 1.1017 1.0928
S2 1.0894 1.0894 1.1005
S3 1.0769 1.0836 1.0994
S4 1.0644 1.0711 1.0959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1077 1.0930 0.0147 1.3% 0.0079 0.7% 67% True False 28,890
10 1.1077 1.0879 0.0198 1.8% 0.0081 0.7% 75% True False 29,494
20 1.1077 1.0804 0.0273 2.5% 0.0085 0.8% 82% True False 31,457
40 1.1253 1.0804 0.0449 4.1% 0.0085 0.8% 50% False False 30,939
60 1.1253 1.0584 0.0669 6.1% 0.0083 0.8% 66% False False 28,798
80 1.1253 1.0584 0.0669 6.1% 0.0079 0.7% 66% False False 21,671
100 1.1253 1.0470 0.0783 7.1% 0.0075 0.7% 71% False False 17,340
120 1.1253 1.0298 0.0955 8.7% 0.0069 0.6% 76% False False 14,451
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1379
2.618 1.1263
1.618 1.1192
1.000 1.1148
0.618 1.1121
HIGH 1.1077
0.618 1.1050
0.500 1.1042
0.382 1.1033
LOW 1.1006
0.618 1.0962
1.000 1.0935
1.618 1.0891
2.618 1.0820
4.250 1.0704
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.1042 1.1026
PP 1.1037 1.1024
S1 1.1033 1.1022

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

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