CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 1.1168 1.1228 0.0060 0.5% 1.1037
High 1.1234 1.1254 0.0020 0.2% 1.1234
Low 1.1145 1.1207 0.0062 0.6% 1.0993
Close 1.1218 1.1243 0.0025 0.2% 1.1218
Range 0.0089 0.0047 -0.0042 -47.2% 0.0241
ATR 0.0075 0.0073 -0.0002 -2.6% 0.0000
Volume 10,502 6,129 -4,373 -41.6% 18,665
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1376 1.1356 1.1269
R3 1.1329 1.1309 1.1256
R2 1.1282 1.1282 1.1252
R1 1.1262 1.1262 1.1247 1.1272
PP 1.1235 1.1235 1.1235 1.1240
S1 1.1215 1.1215 1.1239 1.1225
S2 1.1188 1.1188 1.1234
S3 1.1141 1.1168 1.1230
S4 1.1094 1.1121 1.1217
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 1.1254 1.1004 0.0250 2.2% 0.0083 0.7% 96% True False 4,506
10 1.1254 1.0961 0.0293 2.6% 0.0078 0.7% 96% True False 2,526
20 1.1254 1.0850 0.0404 3.6% 0.0069 0.6% 97% True False 1,288
40 1.1260 1.0829 0.0431 3.8% 0.0067 0.6% 96% False False 661
60 1.1260 1.0797 0.0463 4.1% 0.0053 0.5% 96% False False 445
80 1.1260 1.0602 0.0658 5.9% 0.0041 0.4% 97% False False 334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1454
2.618 1.1377
1.618 1.1330
1.000 1.1301
0.618 1.1283
HIGH 1.1254
0.618 1.1236
0.500 1.1231
0.382 1.1225
LOW 1.1207
0.618 1.1178
1.000 1.1160
1.618 1.1131
2.618 1.1084
4.250 1.1007
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 1.1239 1.1215
PP 1.1235 1.1187
S1 1.1231 1.1159

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

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