CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 1.1292 1.1323 0.0031 0.3% 1.1254
High 1.1292 1.1323 0.0031 0.3% 1.1299
Low 1.1292 1.1319 0.0027 0.2% 1.1254
Close 1.1292 1.1319 0.0027 0.2% 1.1256
Range 0.0000 0.0004 0.0004 0.0045
ATR 0.0037 0.0036 0.0000 -1.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1332 1.1330 1.1321
R3 1.1328 1.1326 1.1320
R2 1.1324 1.1324 1.1320
R1 1.1322 1.1322 1.1319 1.1321
PP 1.1320 1.1320 1.1320 1.1320
S1 1.1318 1.1318 1.1319 1.1317
S2 1.1316 1.1316 1.1318
S3 1.1312 1.1314 1.1318
S4 1.1308 1.1310 1.1317
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1405 1.1375 1.1281
R3 1.1360 1.1330 1.1268
R2 1.1315 1.1315 1.1264
R1 1.1285 1.1285 1.1260 1.1300
PP 1.1270 1.1270 1.1270 1.1277
S1 1.1240 1.1240 1.1252 1.1255
S2 1.1225 1.1225 1.1248
S3 1.1180 1.1195 1.1244
S4 1.1135 1.1150 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1323 1.1256 0.0067 0.6% 0.0001 0.0% 94% True False 1
10 1.1323 1.1100 0.0223 2.0% 0.0002 0.0% 98% True False 1
20 1.1323 1.0912 0.0411 3.6% 0.0002 0.0% 99% True False 1
40 1.1323 1.0862 0.0461 4.1% 0.0002 0.0% 99% True False 1
60 1.1323 1.0862 0.0461 4.1% 0.0002 0.0% 99% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1340
2.618 1.1333
1.618 1.1329
1.000 1.1327
0.618 1.1325
HIGH 1.1323
0.618 1.1321
0.500 1.1321
0.382 1.1321
LOW 1.1319
0.618 1.1317
1.000 1.1315
1.618 1.1313
2.618 1.1309
4.250 1.1302
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 1.1321 1.1309
PP 1.1320 1.1299
S1 1.1320 1.1290

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

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