CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 1.1242 1.1267 0.0025 0.2% 1.1039
High 1.1242 1.1267 0.0025 0.2% 1.1242
Low 1.1242 1.1267 0.0025 0.2% 1.1039
Close 1.1242 1.1267 0.0025 0.2% 1.1242
Range
ATR 0.0043 0.0041 -0.0001 -2.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1267 1.1267 1.1267
R3 1.1267 1.1267 1.1267
R2 1.1267 1.1267 1.1267
R1 1.1267 1.1267 1.1267 1.1267
PP 1.1267 1.1267 1.1267 1.1267
S1 1.1267 1.1267 1.1267 1.1267
S2 1.1267 1.1267 1.1267
S3 1.1267 1.1267 1.1267
S4 1.1267 1.1267 1.1267
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1783 1.1716 1.1354
R3 1.1580 1.1513 1.1298
R2 1.1377 1.1377 1.1279
R1 1.1310 1.1310 1.1261 1.1344
PP 1.1174 1.1174 1.1174 1.1191
S1 1.1107 1.1107 1.1223 1.1141
S2 1.0971 1.0971 1.1205
S3 1.0768 1.0904 1.1186
S4 1.0565 1.0701 1.1130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1267 1.1087 0.0180 1.6% 0.0000 0.0% 100% True False 1
10 1.1267 1.0998 0.0269 2.4% 0.0000 0.0% 100% True False 1
20 1.1267 1.0903 0.0364 3.2% 0.0000 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 1.1267
2.618 1.1267
1.618 1.1267
1.000 1.1267
0.618 1.1267
HIGH 1.1267
0.618 1.1267
0.500 1.1267
0.382 1.1267
LOW 1.1267
0.618 1.1267
1.000 1.1267
1.618 1.1267
2.618 1.1267
4.250 1.1267
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 1.1267 1.1255
PP 1.1267 1.1244
S1 1.1267 1.1232

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

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