CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 1.0952 1.1033 0.0081 0.7% 1.0936
High 1.1039 1.1034 -0.0005 0.0% 1.1039
Low 1.0952 1.0961 0.0009 0.1% 1.0891
Close 1.1034 1.0976 -0.0058 -0.5% 1.1034
Range 0.0087 0.0073 -0.0014 -16.1% 0.0148
ATR 0.0066 0.0066 0.0001 0.8% 0.0000
Volume 134 100 -34 -25.4% 339
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1209 1.1166 1.1016
R3 1.1136 1.1093 1.0996
R2 1.1063 1.1063 1.0989
R1 1.1020 1.1020 1.0983 1.1005
PP 1.0990 1.0990 1.0990 1.0983
S1 1.0947 1.0947 1.0969 1.0932
S2 1.0917 1.0917 1.0963
S3 1.0844 1.0874 1.0956
S4 1.0771 1.0801 1.0936
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1432 1.1381 1.1115
R3 1.1284 1.1233 1.1075
R2 1.1136 1.1136 1.1061
R1 1.1085 1.1085 1.1048 1.1111
PP 1.0988 1.0988 1.0988 1.1001
S1 1.0937 1.0937 1.1020 1.0963
S2 1.0840 1.0840 1.1007
S3 1.0692 1.0789 1.0993
S4 1.0544 1.0641 1.0953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0891 0.0148 1.3% 0.0073 0.7% 57% False False 79
10 1.1039 1.0872 0.0167 1.5% 0.0063 0.6% 62% False False 55
20 1.1184 1.0829 0.0355 3.2% 0.0064 0.6% 41% False False 42
40 1.1260 1.0829 0.0431 3.9% 0.0057 0.5% 34% False False 36
60 1.1260 1.0602 0.0658 6.0% 0.0042 0.4% 57% False False 26
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1344
2.618 1.1225
1.618 1.1152
1.000 1.1107
0.618 1.1079
HIGH 1.1034
0.618 1.1006
0.500 1.0998
0.382 1.0989
LOW 1.0961
0.618 1.0916
1.000 1.0888
1.618 1.0843
2.618 1.0770
4.250 1.0651
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 1.0998 1.0973
PP 1.0990 1.0970
S1 1.0983 1.0967

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

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