CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1.1068 1.1107 0.0039 0.4% 1.1007
High 1.1068 1.1107 0.0039 0.4% 1.1068
Low 1.1068 1.1107 0.0039 0.4% 1.0988
Close 1.1068 1.1107 0.0039 0.4% 1.1068
Range
ATR 0.0037 0.0037 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1107 1.1107 1.1107
R3 1.1107 1.1107 1.1107
R2 1.1107 1.1107 1.1107
R1 1.1107 1.1107 1.1107 1.1107
PP 1.1107 1.1107 1.1107 1.1107
S1 1.1107 1.1107 1.1107 1.1107
S2 1.1107 1.1107 1.1107
S3 1.1107 1.1107 1.1107
S4 1.1107 1.1107 1.1107
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 1.1107 1.1013 0.0094 0.8% 0.0000 0.0% 100% True False 1
10 1.1107 1.0988 0.0119 1.1% 0.0000 0.0% 100% True False 1
20 1.1107 1.0615 0.0492 4.4% 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 1.1107
2.618 1.1107
1.618 1.1107
1.000 1.1107
0.618 1.1107
HIGH 1.1107
0.618 1.1107
0.500 1.1107
0.382 1.1107
LOW 1.1107
0.618 1.1107
1.000 1.1107
1.618 1.1107
2.618 1.1107
4.250 1.1107
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1.1107 1.1101
PP 1.1107 1.1094
S1 1.1107 1.1088

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

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