CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.0935 1.0903 -0.0032 -0.3% 1.1031
High 1.0935 1.0903 -0.0032 -0.3% 1.1031
Low 1.0875 1.0903 0.0028 0.3% 1.0875
Close 1.0875 1.0903 0.0028 0.3% 1.0875
Range 0.0060 0.0000 -0.0060 -100.0% 0.0156
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0903 1.0903 1.0903
R3 1.0903 1.0903 1.0903
R2 1.0903 1.0903 1.0903
R1 1.0903 1.0903 1.0903 1.0903
PP 1.0903 1.0903 1.0903 1.0903
S1 1.0903 1.0903 1.0903 1.0903
S2 1.0903 1.0903 1.0903
S3 1.0903 1.0903 1.0903
S4 1.0903 1.0903 1.0903
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1395 1.1291 1.0961
R3 1.1239 1.1135 1.0918
R2 1.1083 1.1083 1.0904
R1 1.0979 1.0979 1.0889 1.0953
PP 1.0927 1.0927 1.0927 1.0914
S1 1.0823 1.0823 1.0861 1.0797
S2 1.0771 1.0771 1.0846
S3 1.0615 1.0667 1.0832
S4 1.0459 1.0511 1.0789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1002 1.0875 0.0127 1.2% 0.0018 0.2% 22% False False 1
10 1.1166 1.0875 0.0291 2.7% 0.0009 0.1% 10% False False 1
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0903
2.618 1.0903
1.618 1.0903
1.000 1.0903
0.618 1.0903
HIGH 1.0903
0.618 1.0903
0.500 1.0903
0.382 1.0903
LOW 1.0903
0.618 1.0903
1.000 1.0903
1.618 1.0903
2.618 1.0903
4.250 1.0903
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.0903 1.0914
PP 1.0903 1.0910
S1 1.0903 1.0907

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

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