CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 1.1127 1.1080 -0.0047 -0.4% 1.1298
High 1.1127 1.1080 -0.0047 -0.4% 1.1298
Low 1.1127 1.1080 -0.0047 -0.4% 1.1080
Close 1.1127 1.1080 -0.0047 -0.4% 1.1080
Range
ATR 0.0046 0.0046 0.0000 0.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1080 1.1080 1.1080
R3 1.1080 1.1080 1.1080
R2 1.1080 1.1080 1.1080
R1 1.1080 1.1080 1.1080 1.1080
PP 1.1080 1.1080 1.1080 1.1080
S1 1.1080 1.1080 1.1080 1.1080
S2 1.1080 1.1080 1.1080
S3 1.1080 1.1080 1.1080
S4 1.1080 1.1080 1.1080
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1807 1.1661 1.1200
R3 1.1589 1.1443 1.1140
R2 1.1371 1.1371 1.1120
R1 1.1225 1.1225 1.1100 1.1189
PP 1.1153 1.1153 1.1153 1.1135
S1 1.1007 1.1007 1.1060 1.0971
S2 1.0935 1.0935 1.1040
S3 1.0717 1.0789 1.1020
S4 1.0499 1.0571 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1298 1.1080 0.0218 2.0% 0.0000 0.0% 0% False True 1
10 1.1298 1.1080 0.0218 2.0% 0.0000 0.0% 0% False True 1
20 1.1330 1.1080 0.0250 2.3% 0.0000 0.0% 0% False True 1
40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 45% 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 1.1080
2.618 1.1080
1.618 1.1080
1.000 1.1080
0.618 1.1080
HIGH 1.1080
0.618 1.1080
0.500 1.1080
0.382 1.1080
LOW 1.1080
0.618 1.1080
1.000 1.1080
1.618 1.1080
2.618 1.1080
4.250 1.1080
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 1.1080 1.1179
PP 1.1080 1.1146
S1 1.1080 1.1113

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

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