CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 1.0917 1.0945 0.0028 0.3% 1.1073
High 1.0962 1.1104 0.0142 1.3% 1.1091
Low 1.0917 1.0945 0.0028 0.3% 1.0970
Close 1.0962 1.1101 0.0139 1.3% 1.0990
Range 0.0045 0.0159 0.0114 253.3% 0.0121
ATR 0.0050 0.0058 0.0008 15.6% 0.0000
Volume 79 23 -56 -70.9% 129
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1527 1.1473 1.1188
R3 1.1368 1.1314 1.1145
R2 1.1209 1.1209 1.1130
R1 1.1155 1.1155 1.1116 1.1182
PP 1.1050 1.1050 1.1050 1.1064
S1 1.0996 1.0996 1.1086 1.1023
S2 1.0891 1.0891 1.1072
S3 1.0732 1.0837 1.1057
S4 1.0573 1.0678 1.1014
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 1.1104 1.0917 0.0187 1.7% 0.0063 0.6% 98% True False 26
10 1.1104 1.0917 0.0187 1.7% 0.0047 0.4% 98% True False 26
20 1.1156 1.0917 0.0239 2.2% 0.0036 0.3% 77% False False 16
40 1.1156 1.0602 0.0554 5.0% 0.0022 0.2% 90% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 51 trading days
Fibonacci Retracements and Extensions
4.250 1.1780
2.618 1.1520
1.618 1.1361
1.000 1.1263
0.618 1.1202
HIGH 1.1104
0.618 1.1043
0.500 1.1025
0.382 1.1006
LOW 1.0945
0.618 1.0847
1.000 1.0786
1.618 1.0688
2.618 1.0529
4.250 1.0269
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 1.1076 1.1071
PP 1.1050 1.1041
S1 1.1025 1.1011

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

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