CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 1.0978 1.0989 0.0011 0.1% 1.1206
High 1.0978 1.0989 0.0011 0.1% 1.1206
Low 1.0978 1.0989 0.0011 0.1% 1.0981
Close 1.0978 1.0989 0.0011 0.1% 1.0981
Range
ATR 0.0041 0.0038 -0.0002 -5.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0989 1.0989 1.0989
R3 1.0989 1.0989 1.0989
R2 1.0989 1.0989 1.0989
R1 1.0989 1.0989 1.0989 1.0989
PP 1.0989 1.0989 1.0989 1.0989
S1 1.0989 1.0989 1.0989 1.0989
S2 1.0989 1.0989 1.0989
S3 1.0989 1.0989 1.0989
S4 1.0989 1.0989 1.0989
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1731 1.1581 1.1105
R3 1.1506 1.1356 1.1043
R2 1.1281 1.1281 1.1022
R1 1.1131 1.1131 1.1002 1.1094
PP 1.1056 1.1056 1.1056 1.1037
S1 1.0906 1.0906 1.0960 1.0869
S2 1.0831 1.0831 1.0940
S3 1.0606 1.0681 1.0919
S4 1.0381 1.0456 1.0857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1067 1.0978 0.0089 0.8% 0.0000 0.0% 12% False False 1
10 1.1236 1.0978 0.0258 2.3% 0.0000 0.0% 4% False False 1
20 1.1237 1.0974 0.0263 2.4% 0.0000 0.0% 6% False False 1
40 1.1237 1.0779 0.0458 4.2% 0.0000 0.0% 46% False 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 1.0989
2.618 1.0989
1.618 1.0989
1.000 1.0989
0.618 1.0989
HIGH 1.0989
0.618 1.0989
0.500 1.0989
0.382 1.0989
LOW 1.0989
0.618 1.0989
1.000 1.0989
1.618 1.0989
2.618 1.0989
4.250 1.0989
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 1.0989 1.0998
PP 1.0989 1.0995
S1 1.0989 1.0992

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

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