CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.0989 1.0975 -0.0014 -0.1% 1.1090
High 1.1008 1.1161 0.0153 1.4% 1.1133
Low 1.0966 1.0952 -0.0014 -0.1% 1.0967
Close 1.0975 1.1148 0.0173 1.6% 1.0979
Range 0.0042 0.0209 0.0167 397.6% 0.0166
ATR 0.0083 0.0092 0.0009 10.9% 0.0000
Volume 20,751 56,055 35,304 170.1% 140,006
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1714 1.1640 1.1263
R3 1.1505 1.1431 1.1205
R2 1.1296 1.1296 1.1186
R1 1.1222 1.1222 1.1167 1.1259
PP 1.1087 1.1087 1.1087 1.1106
S1 1.1013 1.1013 1.1129 1.1050
S2 1.0878 1.0878 1.1110
S3 1.0669 1.0804 1.1091
S4 1.0460 1.0595 1.1033
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1524 1.1418 1.1070
R3 1.1358 1.1252 1.1025
R2 1.1192 1.1192 1.1009
R1 1.1086 1.1086 1.0994 1.1056
PP 1.1026 1.1026 1.1026 1.1012
S1 1.0920 1.0920 1.0964 1.0890
S2 1.0860 1.0860 1.0949
S3 1.0694 1.0754 1.0933
S4 1.0528 1.0588 1.0888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1161 1.0926 0.0235 2.1% 0.0104 0.9% 94% True False 34,822
10 1.1161 1.0926 0.0235 2.1% 0.0093 0.8% 94% True False 33,276
20 1.1373 1.0926 0.0447 4.0% 0.0093 0.8% 50% False False 28,934
40 1.1373 1.0926 0.0447 4.0% 0.0087 0.8% 50% False False 21,402
60 1.1373 1.0829 0.0544 4.9% 0.0079 0.7% 59% False False 14,281
80 1.1373 1.0829 0.0544 4.9% 0.0071 0.6% 59% False False 10,718
100 1.1373 1.0602 0.0771 6.9% 0.0059 0.5% 71% False False 8,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2049
2.618 1.1708
1.618 1.1499
1.000 1.1370
0.618 1.1290
HIGH 1.1161
0.618 1.1081
0.500 1.1057
0.382 1.1032
LOW 1.0952
0.618 1.0823
1.000 1.0743
1.618 1.0614
2.618 1.0405
4.250 1.0064
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.1118 1.1113
PP 1.1087 1.1078
S1 1.1057 1.1044

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

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