CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.1035 1.1048 0.0013 0.1% 1.0986
High 1.1035 1.1048 0.0013 0.1% 1.1056
Low 1.1035 1.1048 0.0013 0.1% 1.0986
Close 1.1035 1.1048 0.0013 0.1% 1.1048
Range
ATR 0.0043 0.0041 -0.0002 -5.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1048 1.1048 1.1048
R3 1.1048 1.1048 1.1048
R2 1.1048 1.1048 1.1048
R1 1.1048 1.1048 1.1048 1.1048
PP 1.1048 1.1048 1.1048 1.1048
S1 1.1048 1.1048 1.1048 1.1048
S2 1.1048 1.1048 1.1048
S3 1.1048 1.1048 1.1048
S4 1.1048 1.1048 1.1048
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1240 1.1214 1.1087
R3 1.1170 1.1144 1.1067
R2 1.1100 1.1100 1.1061
R1 1.1074 1.1074 1.1054 1.1087
PP 1.1030 1.1030 1.1030 1.1037
S1 1.1004 1.1004 1.1042 1.1017
S2 1.0960 1.0960 1.1035
S3 1.0890 1.0934 1.1029
S4 1.0820 1.0864 1.1010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1056 1.0986 0.0070 0.6% 0.0000 0.0% 89% False False 1
10 1.1056 1.0912 0.0144 1.3% 0.0000 0.0% 94% False False 1
20 1.1056 1.0862 0.0194 1.8% 0.0003 0.0% 96% False False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 50% False False 1
60 1.1237 1.0695 0.0542 4.9% 0.0001 0.0% 65% 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 1.1048
2.618 1.1048
1.618 1.1048
1.000 1.1048
0.618 1.1048
HIGH 1.1048
0.618 1.1048
0.500 1.1048
0.382 1.1048
LOW 1.1048
0.618 1.1048
1.000 1.1048
1.618 1.1048
2.618 1.1048
4.250 1.1048
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.1048 1.1047
PP 1.1048 1.1046
S1 1.1048 1.1046

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

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