CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 1.1277 1.1127 -0.0150 -1.3% 1.1211
High 1.1277 1.1127 -0.0150 -1.3% 1.1232
Low 1.1277 1.1127 -0.0150 -1.3% 1.1186
Close 1.1277 1.1127 -0.0150 -1.3% 1.1232
Range
ATR 0.0038 0.0046 0.0008 21.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1127 1.1127 1.1127
R3 1.1127 1.1127 1.1127
R2 1.1127 1.1127 1.1127
R1 1.1127 1.1127 1.1127 1.1127
PP 1.1127 1.1127 1.1127 1.1127
S1 1.1127 1.1127 1.1127 1.1127
S2 1.1127 1.1127 1.1127
S3 1.1127 1.1127 1.1127
S4 1.1127 1.1127 1.1127
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 1.1127 0.0171 1.5% 0.0000 0.0% 0% False True 1
10 1.1298 1.1127 0.0171 1.5% 0.0000 0.0% 0% False True 1
20 1.1330 1.1112 0.0218 2.0% 0.0000 0.0% 7% False False 1
40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 55% 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 1.1127
2.618 1.1127
1.618 1.1127
1.000 1.1127
0.618 1.1127
HIGH 1.1127
0.618 1.1127
0.500 1.1127
0.382 1.1127
LOW 1.1127
0.618 1.1127
1.000 1.1127
1.618 1.1127
2.618 1.1127
4.250 1.1127
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 1.1127 1.1213
PP 1.1127 1.1184
S1 1.1127 1.1156

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

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