CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.0966 1.0992 0.0026 0.2% 1.0890
High 1.0966 1.0992 0.0026 0.2% 1.0951
Low 1.0966 1.0992 0.0026 0.2% 1.0890
Close 1.0966 1.0992 0.0026 0.2% 1.0947
Range
ATR 0.0035 0.0034 -0.0001 -1.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0992 1.0992 1.0992
R3 1.0992 1.0992 1.0992
R2 1.0992 1.0992 1.0992
R1 1.0992 1.0992 1.0992 1.0992
PP 1.0992 1.0992 1.0992 1.0992
S1 1.0992 1.0992 1.0992 1.0992
S2 1.0992 1.0992 1.0992
S3 1.0992 1.0992 1.0992
S4 1.0992 1.0992 1.0992
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1112 1.1091 1.0981
R3 1.1051 1.1030 1.0964
R2 1.0990 1.0990 1.0958
R1 1.0969 1.0969 1.0953 1.0980
PP 1.0929 1.0929 1.0929 1.0935
S1 1.0908 1.0908 1.0941 1.0919
S2 1.0868 1.0868 1.0936
S3 1.0807 1.0847 1.0930
S4 1.0746 1.0786 1.0913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0992 1.0933 0.0059 0.5% 0.0000 0.0% 100% True False 1
10 1.0992 1.0862 0.0130 1.2% 0.0006 0.1% 100% True False 1
20 1.1237 1.0862 0.0375 3.4% 0.0003 0.0% 35% False False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 35% 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 1.0992
2.618 1.0992
1.618 1.0992
1.000 1.0992
0.618 1.0992
HIGH 1.0992
0.618 1.0992
0.500 1.0992
0.382 1.0992
LOW 1.0992
0.618 1.0992
1.000 1.0992
1.618 1.0992
2.618 1.0992
4.250 1.0992
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.0992 1.0985
PP 1.0992 1.0977
S1 1.0992 1.0970

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

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