CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	1.1211	1.1217	0.0006	0.1%	1.1092
High	1.1240	1.1217	-0.0023	-0.2%	1.1260
Low	1.1170	1.1177	0.0007	0.1%	1.1092
Close	1.1216	1.1196	-0.0020	-0.2%	1.1216
Range	0.0070	0.0040	-0.0030	-42.9%	0.0168
ATR	0.0057	0.0055	-0.0001	-2.1%	0.0000
Volume	37	36	-1	-2.7%	240

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1317	1.1296	1.1218
R3	1.1277	1.1256	1.1207
R2	1.1237	1.1237	1.1203
R1	1.1216	1.1216	1.1200	1.1207
PP	1.1197	1.1197	1.1197	1.1192
S1	1.1176	1.1176	1.1192	1.1167
S2	1.1157	1.1157	1.1189
S3	1.1117	1.1136	1.1185
S4	1.1077	1.1096	1.1174

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1693	1.1623	1.1308
R3	1.1525	1.1455	1.1262
R2	1.1357	1.1357	1.1247
R1	1.1287	1.1287	1.1231	1.1322
PP	1.1189	1.1189	1.1189	1.1207
S1	1.1119	1.1119	1.1201	1.1154
S2	1.1021	1.1021	1.1185
S3	1.0853	1.0951	1.1170
S4	1.0685	1.0783	1.1124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1260	1.1092	0.0168	1.5%	0.0061	0.5%	62%	False	False	38
10	1.1260	1.0917	0.0343	3.1%	0.0064	0.6%	81%	False	False	43
20	1.1260	1.0917	0.0343	3.1%	0.0050	0.4%	81%	False	False	30
40	1.1260	1.0602	0.0658	5.9%	0.0031	0.3%	90%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1387
2.618	1.1322
1.618	1.1282
1.000	1.1257
0.618	1.1242
HIGH	1.1217
0.618	1.1202
0.500	1.1197
0.382	1.1192
LOW	1.1177
0.618	1.1152
1.000	1.1137
1.618	1.1112
2.618	1.1072
4.250	1.1007

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	1.1197	1.1215
PP	1.1197	1.1209
S1	1.1196	1.1202

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