CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 1.1013 1.1068 0.0055 0.5% 1.1007
High 1.1013 1.1068 0.0055 0.5% 1.1068
Low 1.1013 1.1068 0.0055 0.5% 1.0988
Close 1.1013 1.1068 0.0055 0.5% 1.1068
Range
ATR 0.0038 0.0039 0.0001 3.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1068 1.1068 1.1068
R3 1.1068 1.1068 1.1068
R2 1.1068 1.1068 1.1068
R1 1.1068 1.1068 1.1068 1.1068
PP 1.1068 1.1068 1.1068 1.1068
S1 1.1068 1.1068 1.1068 1.1068
S2 1.1068 1.1068 1.1068
S3 1.1068 1.1068 1.1068
S4 1.1068 1.1068 1.1068
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1281 1.1255 1.1112
R3 1.1201 1.1175 1.1090
R2 1.1121 1.1121 1.1083
R1 1.1095 1.1095 1.1075 1.1108
PP 1.1041 1.1041 1.1041 1.1048
S1 1.1015 1.1015 1.1061 1.1028
S2 1.0961 1.0961 1.1053
S3 1.0881 1.0935 1.1046
S4 1.0801 1.0855 1.1024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1068 1.0988 0.0080 0.7% 0.0000 0.0% 100% True False 1
10 1.1068 1.0809 0.0259 2.3% 0.0000 0.0% 100% True False 1
20 1.1068 1.0615 0.0453 4.1% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1068
2.618 1.1068
1.618 1.1068
1.000 1.1068
0.618 1.1068
HIGH 1.1068
0.618 1.1068
0.500 1.1068
0.382 1.1068
LOW 1.1068
0.618 1.1068
1.000 1.1068
1.618 1.1068
2.618 1.1068
4.250 1.1068
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 1.1068 1.1059
PP 1.1068 1.1050
S1 1.1068 1.1041

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

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