CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 1.1177 1.1184 0.0007 0.1% 1.1173
High 1.1177 1.1300 0.0123 1.1% 1.1300
Low 1.1172 1.1184 0.0012 0.1% 1.1172
Close 1.1174 1.1221 0.0047 0.4% 1.1221
Range 0.0005 0.0116 0.0111 2,220.0% 0.0128
ATR 0.0041 0.0047 0.0006 14.7% 0.0000
Volume 3 2 -1 -33.3% 43
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1583 1.1518 1.1285
R3 1.1467 1.1402 1.1253
R2 1.1351 1.1351 1.1242
R1 1.1286 1.1286 1.1232 1.1319
PP 1.1235 1.1235 1.1235 1.1251
S1 1.1170 1.1170 1.1210 1.1203
S2 1.1119 1.1119 1.1200
S3 1.1003 1.1054 1.1189
S4 1.0887 1.0938 1.1157
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1615 1.1546 1.1291
R3 1.1487 1.1418 1.1256
R2 1.1359 1.1359 1.1244
R1 1.1290 1.1290 1.1233 1.1325
PP 1.1231 1.1231 1.1231 1.1248
S1 1.1162 1.1162 1.1209 1.1197
S2 1.1103 1.1103 1.1198
S3 1.0975 1.1034 1.1186
S4 1.0847 1.0906 1.1151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1136 0.0164 1.5% 0.0049 0.4% 52% True False 11
10 1.1323 1.1136 0.0187 1.7% 0.0035 0.3% 45% False False 7
20 1.1323 1.1027 0.0296 2.6% 0.0019 0.2% 66% False False 4
40 1.1323 1.0862 0.0461 4.1% 0.0011 0.1% 78% False False 2
60 1.1323 1.0862 0.0461 4.1% 0.0007 0.1% 78% False False 2
80 1.1323 1.0615 0.0708 6.3% 0.0005 0.0% 86% False 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 0.0001
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 1.1793
2.618 1.1604
1.618 1.1488
1.000 1.1416
0.618 1.1372
HIGH 1.1300
0.618 1.1256
0.500 1.1242
0.382 1.1228
LOW 1.1184
0.618 1.1112
1.000 1.1068
1.618 1.0996
2.618 1.0880
4.250 1.0691
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 1.1242 1.1236
PP 1.1235 1.1231
S1 1.1228 1.1226

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

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