CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 1.1003 1.0917 -0.0086 -0.8% 1.1073
High 1.1003 1.0962 -0.0041 -0.4% 1.1091
Low 1.0930 1.0917 -0.0013 -0.1% 1.0970
Close 1.0969 1.0962 -0.0007 -0.1% 1.0990
Range 0.0073 0.0045 -0.0028 -38.4% 0.0121
ATR 0.0050 0.0050 0.0000 0.3% 0.0000
Volume 18 79 61 338.9% 129
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1082 1.1067 1.0987
R3 1.1037 1.1022 1.0974
R2 1.0992 1.0992 1.0970
R1 1.0977 1.0977 1.0966 1.0985
PP 1.0947 1.0947 1.0947 1.0951
S1 1.0932 1.0932 1.0958 1.0940
S2 1.0902 1.0902 1.0954
S3 1.0857 1.0887 1.0950
S4 1.0812 1.0842 1.0937
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 1.1032 1.0917 0.0115 1.0% 0.0040 0.4% 39% False True 23
10 1.1156 1.0917 0.0239 2.2% 0.0034 0.3% 19% False True 24
20 1.1156 1.0917 0.0239 2.2% 0.0030 0.3% 19% False True 16
40 1.1156 1.0602 0.0554 5.1% 0.0018 0.2% 65% False False 10
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1153
2.618 1.1080
1.618 1.1035
1.000 1.1007
0.618 1.0990
HIGH 1.0962
0.618 1.0945
0.500 1.0940
0.382 1.0934
LOW 1.0917
0.618 1.0889
1.000 1.0872
1.618 1.0844
2.618 1.0799
4.250 1.0726
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 1.0955 1.0975
PP 1.0947 1.0970
S1 1.0940 1.0966

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

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