CME Swiss Franc Future September 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 1.1298 1.1277 -0.0021 -0.2% 1.1211
High 1.1298 1.1277 -0.0021 -0.2% 1.1232
Low 1.1298 1.1277 -0.0021 -0.2% 1.1186
Close 1.1298 1.1277 -0.0021 -0.2% 1.1232
Range
ATR 0.0039 0.0038 -0.0001 -3.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1277 1.1277 1.1277
R3 1.1277 1.1277 1.1277
R2 1.1277 1.1277 1.1277
R1 1.1277 1.1277 1.1277 1.1277
PP 1.1277 1.1277 1.1277 1.1277
S1 1.1277 1.1277 1.1277 1.1277
S2 1.1277 1.1277 1.1277
S3 1.1277 1.1277 1.1277
S4 1.1277 1.1277 1.1277
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1355 1.1339 1.1257
R3 1.1309 1.1293 1.1245
R2 1.1263 1.1263 1.1240
R1 1.1247 1.1247 1.1236 1.1255
PP 1.1217 1.1217 1.1217 1.1221
S1 1.1201 1.1201 1.1228 1.1209
S2 1.1171 1.1171 1.1224
S3 1.1125 1.1155 1.1219
S4 1.1079 1.1109 1.1207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1298 1.1186 0.0112 1.0% 0.0000 0.0% 81% False False 1
10 1.1330 1.1159 0.0171 1.5% 0.0000 0.0% 69% False False 1
20 1.1330 1.1087 0.0243 2.2% 0.0000 0.0% 78% False False 1
40 1.1330 1.0875 0.0455 4.0% 0.0002 0.0% 88% 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 1.1277
2.618 1.1277
1.618 1.1277
1.000 1.1277
0.618 1.1277
HIGH 1.1277
0.618 1.1277
0.500 1.1277
0.382 1.1277
LOW 1.1277
0.618 1.1277
1.000 1.1277
1.618 1.1277
2.618 1.1277
4.250 1.1277
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.1277 1.1273
PP 1.1277 1.1269
S1 1.1277 1.1265

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

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