CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 1.1020 1.1037 0.0017 0.2% 1.1033
High 1.1081 1.1064 -0.0017 -0.2% 1.1081
Low 1.0979 1.0993 0.0014 0.1% 1.0961
Close 1.1037 1.1016 -0.0021 -0.2% 1.1037
Range 0.0102 0.0071 -0.0031 -30.4% 0.0120
ATR 0.0068 0.0069 0.0000 0.3% 0.0000
Volume 182 2,262 2,080 1,142.9% 471
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1237 1.1198 1.1055
R3 1.1166 1.1127 1.1036
R2 1.1095 1.1095 1.1029
R1 1.1056 1.1056 1.1023 1.1040
PP 1.1024 1.1024 1.1024 1.1017
S1 1.0985 1.0985 1.1009 1.0969
S2 1.0953 1.0953 1.1003
S3 1.0882 1.0914 1.0996
S4 1.0811 1.0843 1.0977
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 1.0961 0.0120 1.1% 0.0074 0.7% 46% False False 546
10 1.1081 1.0891 0.0190 1.7% 0.0070 0.6% 66% False False 307
20 1.1081 1.0829 0.0252 2.3% 0.0066 0.6% 74% False False 169
40 1.1260 1.0829 0.0431 3.9% 0.0059 0.5% 43% False False 101
60 1.1260 1.0715 0.0545 4.9% 0.0047 0.4% 55% False False 70
80 1.1260 1.0602 0.0658 6.0% 0.0036 0.3% 63% False False 52
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1250
1.618 1.1179
1.000 1.1135
0.618 1.1108
HIGH 1.1064
0.618 1.1037
0.500 1.1029
0.382 1.1020
LOW 1.0993
0.618 1.0949
1.000 1.0922
1.618 1.0878
2.618 1.0807
4.250 1.0691
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 1.1029 1.1030
PP 1.1024 1.1025
S1 1.1020 1.1021

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

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