CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 1.0930 1.0977 0.0047 0.4% 1.0715
High 1.0969 1.1010 0.0041 0.4% 1.0780
Low 1.0930 1.0977 0.0047 0.4% 1.0715
Close 1.0965 1.0999 0.0034 0.3% 1.0780
Range 0.0039 0.0033 -0.0006 -15.4% 0.0065
ATR 0.0048 0.0047 0.0000 -0.4% 0.0000
Volume 7 30 23 328.6% 18
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1094 1.1080 1.1017
R3 1.1061 1.1047 1.1008
R2 1.1028 1.1028 1.1005
R1 1.1014 1.1014 1.1002 1.1021
PP 1.0995 1.0995 1.0995 1.0999
S1 1.0981 1.0981 1.0996 1.0988
S2 1.0962 1.0962 1.0993
S3 1.0929 1.0948 1.0990
S4 1.0896 1.0915 1.0981
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0953 1.0932 1.0816
R3 1.0888 1.0867 1.0798
R2 1.0823 1.0823 1.0792
R1 1.0802 1.0802 1.0786 1.0813
PP 1.0758 1.0758 1.0758 1.0764
S1 1.0737 1.0737 1.0774 1.0748
S2 1.0693 1.0693 1.0768
S3 1.0628 1.0672 1.0762
S4 1.0563 1.0607 1.0744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1010 1.0780 0.0230 2.1% 0.0014 0.1% 95% True False 11
10 1.1010 1.0682 0.0328 3.0% 0.0015 0.1% 97% True False 7
20 1.1010 1.0602 0.0408 3.7% 0.0007 0.1% 97% True False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1150
2.618 1.1096
1.618 1.1063
1.000 1.1043
0.618 1.1030
HIGH 1.1010
0.618 1.0997
0.500 1.0994
0.382 1.0990
LOW 1.0977
0.618 1.0957
1.000 1.0944
1.618 1.0924
2.618 1.0891
4.250 1.0837
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 1.0997 1.0971
PP 1.0995 1.0942
S1 1.0994 1.0914

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

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