CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1.1112 1.1197 0.0085 0.8% 1.0998
High 1.1112 1.1197 0.0085 0.8% 1.1068
Low 1.1112 1.1197 0.0085 0.8% 1.0998
Close 1.1112 1.1197 0.0085 0.8% 1.1060
Range
ATR 0.0039 0.0042 0.0003 8.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1197 1.1197 1.1197
R3 1.1197 1.1197 1.1197
R2 1.1197 1.1197 1.1197
R1 1.1197 1.1197 1.1197 1.1197
PP 1.1197 1.1197 1.1197 1.1197
S1 1.1197 1.1197 1.1197 1.1197
S2 1.1197 1.1197 1.1197
S3 1.1197 1.1197 1.1197
S4 1.1197 1.1197 1.1197
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1252 1.1226 1.1099
R3 1.1182 1.1156 1.1079
R2 1.1112 1.1112 1.1073
R1 1.1086 1.1086 1.1066 1.1099
PP 1.1042 1.1042 1.1042 1.1049
S1 1.1016 1.1016 1.1054 1.1029
S2 1.0972 1.0972 1.1047
S3 1.0902 1.0946 1.1041
S4 1.0832 1.0876 1.1022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1197 1.1039 0.0158 1.4% 0.0000 0.0% 100% True False 1
10 1.1197 1.0960 0.0237 2.1% 0.0000 0.0% 100% True False 1
20 1.1197 1.0875 0.0322 2.9% 0.0005 0.0% 100% True 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 1.1197
2.618 1.1197
1.618 1.1197
1.000 1.1197
0.618 1.1197
HIGH 1.1197
0.618 1.1197
0.500 1.1197
0.382 1.1197
LOW 1.1197
0.618 1.1197
1.000 1.1197
1.618 1.1197
2.618 1.1197
4.250 1.1197
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1.1197 1.1179
PP 1.1197 1.1160
S1 1.1197 1.1142

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

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