CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1.1240 1.1276 0.0036 0.3% 1.1173
High 1.1287 1.1277 -0.0010 -0.1% 1.1300
Low 1.1240 1.1227 -0.0013 -0.1% 1.1172
Close 1.1287 1.1267 -0.0020 -0.2% 1.1221
Range 0.0047 0.0050 0.0003 6.4% 0.0128
ATR 0.0049 0.0049 0.0001 1.7% 0.0000
Volume 9 8 -1 -11.1% 43
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1407 1.1387 1.1295
R3 1.1357 1.1337 1.1281
R2 1.1307 1.1307 1.1276
R1 1.1287 1.1287 1.1272 1.1272
PP 1.1257 1.1257 1.1257 1.1250
S1 1.1237 1.1237 1.1262 1.1222
S2 1.1207 1.1207 1.1258
S3 1.1157 1.1187 1.1253
S4 1.1107 1.1137 1.1240
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 1.1172 0.0128 1.1% 0.0047 0.4% 74% False False 5
10 1.1323 1.1136 0.0187 1.7% 0.0045 0.4% 70% False False 9
20 1.1323 1.1075 0.0248 2.2% 0.0024 0.2% 77% False False 5
40 1.1323 1.0862 0.0461 4.1% 0.0013 0.1% 88% False False 3
60 1.1323 1.0862 0.0461 4.1% 0.0009 0.1% 88% False False 2
80 1.1323 1.0727 0.0596 5.3% 0.0007 0.1% 91% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1490
2.618 1.1408
1.618 1.1358
1.000 1.1327
0.618 1.1308
HIGH 1.1277
0.618 1.1258
0.500 1.1252
0.382 1.1246
LOW 1.1227
0.618 1.1196
1.000 1.1177
1.618 1.1146
2.618 1.1096
4.250 1.1015
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.1262 1.1259
PP 1.1257 1.1250
S1 1.1252 1.1242

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

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