CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	1.0977	1.1008	0.0031	0.3%	1.0797
High	1.1010	1.1008	-0.0002	0.0%	1.1010
Low	1.0977	1.1003	0.0026	0.2%	1.0797
Close	1.0999	1.1003	0.0004	0.0%	1.1003
Range	0.0033	0.0005	-0.0028	-84.8%	0.0213
ATR	0.0047	0.0045	-0.0003	-5.8%	0.0000
Volume	30	26	-4	-13.3%	77

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1020	1.1016	1.1006
R3	1.1015	1.1011	1.1004
R2	1.1010	1.1010	1.1004
R1	1.1006	1.1006	1.1003	1.1006
PP	1.1005	1.1005	1.1005	1.1004
S1	1.1001	1.1001	1.1003	1.1001
S2	1.1000	1.1000	1.1002
S3	1.0995	1.0996	1.1002
S4	1.0990	1.0991	1.1000

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1576	1.1502	1.1120
R3	1.1363	1.1289	1.1062
R2	1.1150	1.1150	1.1042
R1	1.1076	1.1076	1.1023	1.1113
PP	1.0937	1.0937	1.0937	1.0955
S1	1.0863	1.0863	1.0983	1.0900
S2	1.0724	1.0724	1.0964
S3	1.0511	1.0650	1.0944
S4	1.0298	1.0437	1.0886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1010	1.0797	0.0213	1.9%	0.0015	0.1%	97%	False	False	15
10	1.1010	1.0715	0.0295	2.7%	0.0015	0.1%	98%	False	False	9
20	1.1010	1.0602	0.0408	3.7%	0.0008	0.1%	98%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1029
2.618	1.1021
1.618	1.1016
1.000	1.1013
0.618	1.1011
HIGH	1.1008
0.618	1.1006
0.500	1.1006
0.382	1.1005
LOW	1.1003
0.618	1.1000
1.000	1.0998
1.618	1.0995
2.618	1.0990
4.250	1.0982

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	1.1006	1.0992
PP	1.1005	1.0981
S1	1.1004	1.0970

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols