CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1.1244 1.1280 0.0036 0.3% 1.1037
High 1.1311 1.1324 0.0013 0.1% 1.1234
Low 1.1238 1.1265 0.0027 0.2% 1.0993
Close 1.1283 1.1289 0.0006 0.1% 1.1218
Range 0.0073 0.0059 -0.0014 -19.2% 0.0241
ATR 0.0073 0.0072 -0.0001 -1.3% 0.0000
Volume 15,053 19,802 4,749 31.5% 18,665
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1470 1.1438 1.1321
R3 1.1411 1.1379 1.1305
R2 1.1352 1.1352 1.1300
R1 1.1320 1.1320 1.1294 1.1336
PP 1.1293 1.1293 1.1293 1.1301
S1 1.1261 1.1261 1.1284 1.1277
S2 1.1234 1.1234 1.1278
S3 1.1175 1.1202 1.1273
S4 1.1116 1.1143 1.1257
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 1.1324 1.1063 0.0261 2.3% 0.0076 0.7% 87% True False 11,004
10 1.1324 1.0979 0.0345 3.1% 0.0078 0.7% 90% True False 5,990
20 1.1324 1.0891 0.0433 3.8% 0.0071 0.6% 92% True False 3,027
40 1.1324 1.0829 0.0495 4.4% 0.0067 0.6% 93% True False 1,532
60 1.1324 1.0829 0.0495 4.4% 0.0055 0.5% 93% True False 1,025
80 1.1324 1.0602 0.0722 6.4% 0.0042 0.4% 95% True False 770
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1575
2.618 1.1478
1.618 1.1419
1.000 1.1383
0.618 1.1360
HIGH 1.1324
0.618 1.1301
0.500 1.1295
0.382 1.1288
LOW 1.1265
0.618 1.1229
1.000 1.1206
1.618 1.1170
2.618 1.1111
4.250 1.1014
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1.1295 1.1281
PP 1.1293 1.1273
S1 1.1291 1.1266

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

View Archives - Comment on this page... - Back to Index of Symbols