CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1.0701 1.0602 -0.0099 -0.9% 1.0854
High 1.0701 1.0602 -0.0099 -0.9% 1.0911
Low 1.0701 1.0602 -0.0099 -0.9% 1.0761
Close 1.0701 1.0602 -0.0099 -0.9% 1.0761
Range
ATR 0.0042 0.0046 0.0004 9.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0602 1.0602 1.0602
R3 1.0602 1.0602 1.0602
R2 1.0602 1.0602 1.0602
R1 1.0602 1.0602 1.0602 1.0602
PP 1.0602 1.0602 1.0602 1.0602
S1 1.0602 1.0602 1.0602 1.0602
S2 1.0602 1.0602 1.0602
S3 1.0602 1.0602 1.0602
S4 1.0602 1.0602 1.0602
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1261 1.1161 1.0844
R3 1.1111 1.1011 1.0802
R2 1.0961 1.0961 1.0789
R1 1.0861 1.0861 1.0775 1.0836
PP 1.0811 1.0811 1.0811 1.0799
S1 1.0711 1.0711 1.0747 1.0686
S2 1.0661 1.0661 1.0734
S3 1.0511 1.0561 1.0720
S4 1.0361 1.0411 1.0679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0764 1.0602 0.0162 1.5% 0.0000 0.0% 0% False True 2
10 1.0911 1.0602 0.0309 2.9% 0.0000 0.0% 0% False True 2
20 1.0936 1.0602 0.0334 3.2% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0602
2.618 1.0602
1.618 1.0602
1.000 1.0602
0.618 1.0602
HIGH 1.0602
0.618 1.0602
0.500 1.0602
0.382 1.0602
LOW 1.0602
0.618 1.0602
1.000 1.0602
1.618 1.0602
2.618 1.0602
4.250 1.0602
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1.0602 1.0652
PP 1.0602 1.0635
S1 1.0602 1.0619

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

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