CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1.0986 1.1056 0.0070 0.6% 1.0966
High 1.0986 1.1056 0.0070 0.6% 1.1044
Low 1.0986 1.1056 0.0070 0.6% 1.0912
Close 1.0986 1.1056 0.0070 0.6% 1.1044
Range
ATR 0.0043 0.0045 0.0002 4.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1056 1.1056 1.1056
R3 1.1056 1.1056 1.1056
R2 1.1056 1.1056 1.1056
R1 1.1056 1.1056 1.1056 1.1056
PP 1.1056 1.1056 1.1056 1.1056
S1 1.1056 1.1056 1.1056 1.1056
S2 1.1056 1.1056 1.1056
S3 1.1056 1.1056 1.1056
S4 1.1056 1.1056 1.1056
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1396 1.1352 1.1117
R3 1.1264 1.1220 1.1080
R2 1.1132 1.1132 1.1068
R1 1.1088 1.1088 1.1056 1.1110
PP 1.1000 1.1000 1.1000 1.1011
S1 1.0956 1.0956 1.1032 1.0978
S2 1.0868 1.0868 1.1020
S3 1.0736 1.0824 1.1008
S4 1.0604 1.0692 1.0971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1056 1.0912 0.0144 1.3% 0.0000 0.0% 100% True False 1
10 1.1056 1.0912 0.0144 1.3% 0.0000 0.0% 100% True False 1
20 1.1136 1.0862 0.0274 2.5% 0.0003 0.0% 71% False False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 52% False False 1
60 1.1237 1.0615 0.0622 5.6% 0.0001 0.0% 71% 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 1.1056
2.618 1.1056
1.618 1.1056
1.000 1.1056
0.618 1.1056
HIGH 1.1056
0.618 1.1056
0.500 1.1056
0.382 1.1056
LOW 1.1056
0.618 1.1056
1.000 1.1056
1.618 1.1056
2.618 1.1056
4.250 1.1056
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1.1056 1.1044
PP 1.1056 1.1033
S1 1.1056 1.1021

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

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