CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 1.1194 1.1177 -0.0017 -0.2% 1.1292
High 1.1194 1.1177 -0.0017 -0.2% 1.1323
Low 1.1179 1.1172 -0.0007 -0.1% 1.1136
Close 1.1179 1.1174 -0.0005 0.0% 1.1181
Range 0.0015 0.0005 -0.0010 -66.7% 0.0187
ATR 0.0044 0.0041 -0.0003 -6.0% 0.0000
Volume 6 3 -3 -50.0% 31
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1189 1.1187 1.1177
R3 1.1184 1.1182 1.1175
R2 1.1179 1.1179 1.1175
R1 1.1177 1.1177 1.1174 1.1176
PP 1.1174 1.1174 1.1174 1.1174
S1 1.1172 1.1172 1.1174 1.1171
S2 1.1169 1.1169 1.1173
S3 1.1164 1.1167 1.1173
S4 1.1159 1.1162 1.1171
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1774 1.1665 1.1284
R3 1.1587 1.1478 1.1232
R2 1.1400 1.1400 1.1215
R1 1.1291 1.1291 1.1198 1.1252
PP 1.1213 1.1213 1.1213 1.1194
S1 1.1104 1.1104 1.1164 1.1065
S2 1.1026 1.1026 1.1147
S3 1.0839 1.0917 1.1130
S4 1.0652 1.0730 1.1078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.1136 0.0077 0.7% 0.0035 0.3% 49% False False 13
10 1.1323 1.1136 0.0187 1.7% 0.0024 0.2% 20% False False 7
20 1.1323 1.1027 0.0296 2.6% 0.0013 0.1% 50% False False 4
40 1.1323 1.0862 0.0461 4.1% 0.0008 0.1% 68% False False 2
60 1.1323 1.0862 0.0461 4.1% 0.0005 0.0% 68% False False 2
80 1.1323 1.0615 0.0708 6.3% 0.0004 0.0% 79% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1198
2.618 1.1190
1.618 1.1185
1.000 1.1182
0.618 1.1180
HIGH 1.1177
0.618 1.1175
0.500 1.1175
0.382 1.1174
LOW 1.1172
0.618 1.1169
1.000 1.1167
1.618 1.1164
2.618 1.1159
4.250 1.1151
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 1.1175 1.1193
PP 1.1174 1.1186
S1 1.1174 1.1180

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

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