CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 1.1193 1.1211 0.0018 0.2% 1.1304
High 1.1193 1.1211 0.0018 0.2% 1.1330
Low 1.1193 1.1211 0.0018 0.2% 1.1159
Close 1.1193 1.1211 0.0018 0.2% 1.1193
Range
ATR 0.0042 0.0040 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1211 1.1211 1.1211
R3 1.1211 1.1211 1.1211
R2 1.1211 1.1211 1.1211
R1 1.1211 1.1211 1.1211 1.1211
PP 1.1211 1.1211 1.1211 1.1211
S1 1.1211 1.1211 1.1211 1.1211
S2 1.1211 1.1211 1.1211
S3 1.1211 1.1211 1.1211
S4 1.1211 1.1211 1.1211
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1740 1.1638 1.1287
R3 1.1569 1.1467 1.1240
R2 1.1398 1.1398 1.1224
R1 1.1296 1.1296 1.1209 1.1262
PP 1.1227 1.1227 1.1227 1.1210
S1 1.1125 1.1125 1.1177 1.1091
S2 1.1056 1.1056 1.1162
S3 1.0885 1.0954 1.1146
S4 1.0714 1.0783 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1330 1.1159 0.0171 1.5% 0.0000 0.0% 30% False False 1
10 1.1330 1.1159 0.0171 1.5% 0.0000 0.0% 30% False False 1
20 1.1330 1.0998 0.0332 3.0% 0.0000 0.0% 64% False False 1
40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 74% False 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 1.1211
2.618 1.1211
1.618 1.1211
1.000 1.1211
0.618 1.1211
HIGH 1.1211
0.618 1.1211
0.500 1.1211
0.382 1.1211
LOW 1.1211
0.618 1.1211
1.000 1.1211
1.618 1.1211
2.618 1.1211
4.250 1.1211
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 1.1211 1.1202
PP 1.1211 1.1194
S1 1.1211 1.1185

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

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