CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 1.1093 1.1168 0.0075 0.7% 1.1037
High 1.1176 1.1234 0.0058 0.5% 1.1234
Low 1.1063 1.1145 0.0082 0.7% 1.0993
Close 1.1174 1.1218 0.0044 0.4% 1.1218
Range 0.0113 0.0089 -0.0024 -21.2% 0.0241
ATR 0.0073 0.0075 0.0001 1.5% 0.0000
Volume 3,535 10,502 6,967 197.1% 18,665
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1466 1.1431 1.1267
R3 1.1377 1.1342 1.1242
R2 1.1288 1.1288 1.1234
R1 1.1253 1.1253 1.1226 1.1271
PP 1.1199 1.1199 1.1199 1.1208
S1 1.1164 1.1164 1.1210 1.1182
S2 1.1110 1.1110 1.1202
S3 1.1021 1.1075 1.1194
S4 1.0932 1.0986 1.1169
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1871 1.1786 1.1351
R3 1.1630 1.1545 1.1284
R2 1.1389 1.1389 1.1262
R1 1.1304 1.1304 1.1240 1.1347
PP 1.1148 1.1148 1.1148 1.1170
S1 1.1063 1.1063 1.1196 1.1106
S2 1.0907 1.0907 1.1174
S3 1.0666 1.0822 1.1152
S4 1.0425 1.0581 1.1085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1234 1.0993 0.0241 2.1% 0.0087 0.8% 93% True False 3,733
10 1.1234 1.0952 0.0282 2.5% 0.0082 0.7% 94% True False 1,927
20 1.1234 1.0829 0.0405 3.6% 0.0072 0.6% 96% True False 987
40 1.1260 1.0829 0.0431 3.8% 0.0066 0.6% 90% False False 508
60 1.1260 1.0780 0.0480 4.3% 0.0052 0.5% 91% False False 343
80 1.1260 1.0602 0.0658 5.9% 0.0040 0.4% 94% False False 257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1612
2.618 1.1467
1.618 1.1378
1.000 1.1323
0.618 1.1289
HIGH 1.1234
0.618 1.1200
0.500 1.1190
0.382 1.1179
LOW 1.1145
0.618 1.1090
1.000 1.1056
1.618 1.1001
2.618 1.0912
4.250 1.0767
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 1.1209 1.1189
PP 1.1199 1.1161
S1 1.1190 1.1132

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

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