CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.1033 1.1020 -0.0013 -0.1% 1.1033
High 1.1069 1.1081 0.0012 0.1% 1.1081
Low 1.1012 1.0979 -0.0033 -0.3% 1.0961
Close 1.1024 1.1037 0.0013 0.1% 1.1037
Range 0.0057 0.0102 0.0045 78.9% 0.0120
ATR 0.0066 0.0068 0.0003 3.9% 0.0000
Volume 78 182 104 133.3% 471
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1338 1.1290 1.1093
R3 1.1236 1.1188 1.1065
R2 1.1134 1.1134 1.1056
R1 1.1086 1.1086 1.1046 1.1110
PP 1.1032 1.1032 1.1032 1.1045
S1 1.0984 1.0984 1.1028 1.1008
S2 1.0930 1.0930 1.1018
S3 1.0828 1.0882 1.1009
S4 1.0726 1.0780 1.0981
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1386 1.1332 1.1103
R3 1.1266 1.1212 1.1070
R2 1.1146 1.1146 1.1059
R1 1.1092 1.1092 1.1048 1.1119
PP 1.1026 1.1026 1.1026 1.1040
S1 1.0972 1.0972 1.1026 1.0999
S2 1.0906 1.0906 1.1015
S3 1.0786 1.0852 1.1004
S4 1.0666 1.0732 1.0971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1081 1.0952 0.0129 1.2% 0.0077 0.7% 66% True False 121
10 1.1081 1.0891 0.0190 1.7% 0.0070 0.6% 77% True False 88
20 1.1081 1.0829 0.0252 2.3% 0.0066 0.6% 83% True False 58
40 1.1260 1.0829 0.0431 3.9% 0.0059 0.5% 48% False False 45
60 1.1260 1.0682 0.0578 5.2% 0.0046 0.4% 61% False False 32
80 1.1260 1.0602 0.0658 6.0% 0.0035 0.3% 66% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1515
2.618 1.1348
1.618 1.1246
1.000 1.1183
0.618 1.1144
HIGH 1.1081
0.618 1.1042
0.500 1.1030
0.382 1.1018
LOW 1.0979
0.618 1.0916
1.000 1.0877
1.618 1.0814
2.618 1.0712
4.250 1.0546
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.1035 1.1035
PP 1.1032 1.1032
S1 1.1030 1.1030

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

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