CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 1.0990 1.0994 0.0004 0.0% 1.1073
High 1.0990 1.1032 0.0042 0.4% 1.1091
Low 1.0990 1.0994 0.0004 0.0% 1.0970
Close 1.0990 1.1028 0.0038 0.3% 1.0990
Range 0.0000 0.0038 0.0038 0.0121
ATR 0.0046 0.0046 0.0000 -0.7% 0.0000
Volume 7 7 0 0.0% 129
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1132 1.1118 1.1049
R3 1.1094 1.1080 1.1038
R2 1.1056 1.1056 1.1035
R1 1.1042 1.1042 1.1031 1.1049
PP 1.1018 1.1018 1.1018 1.1022
S1 1.1004 1.1004 1.1025 1.1011
S2 1.0980 1.0980 1.1021
S3 1.0942 1.0966 1.1018
S4 1.0904 1.0928 1.1007
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1380 1.1306 1.1057
R3 1.1259 1.1185 1.1023
R2 1.1138 1.1138 1.1012
R1 1.1064 1.1064 1.1001 1.1041
PP 1.1017 1.1017 1.1017 1.1005
S1 1.0943 1.0943 1.0979 1.0920
S2 1.0896 1.0896 1.0968
S3 1.0775 1.0822 1.0957
S4 1.0654 1.0701 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1091 1.0970 0.0121 1.1% 0.0024 0.2% 48% False False 13
10 1.1156 1.0970 0.0186 1.7% 0.0037 0.3% 31% False False 17
20 1.1156 1.0818 0.0338 3.1% 0.0026 0.2% 62% False False 12
40 1.1156 1.0602 0.0554 5.0% 0.0015 0.1% 77% False False 7
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1194
2.618 1.1131
1.618 1.1093
1.000 1.1070
0.618 1.1055
HIGH 1.1032
0.618 1.1017
0.500 1.1013
0.382 1.1009
LOW 1.0994
0.618 1.0971
1.000 1.0956
1.618 1.0933
2.618 1.0895
4.250 1.0833
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 1.1023 1.1019
PP 1.1018 1.1010
S1 1.1013 1.1001

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

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