CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 1.0997 1.1010 0.0013 0.1% 1.1082
High 1.0997 1.1010 0.0013 0.1% 1.1144
Low 1.0997 1.1010 0.0013 0.1% 1.0997
Close 1.0997 1.1010 0.0013 0.1% 1.0997
Range
ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1010 1.1010 1.1010
R3 1.1010 1.1010 1.1010
R2 1.1010 1.1010 1.1010
R1 1.1010 1.1010 1.1010 1.1010
PP 1.1010 1.1010 1.1010 1.1010
S1 1.1010 1.1010 1.1010 1.1010
S2 1.1010 1.1010 1.1010
S3 1.1010 1.1010 1.1010
S4 1.1010 1.1010 1.1010
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1487 1.1389 1.1078
R3 1.1340 1.1242 1.1037
R2 1.1193 1.1193 1.1024
R1 1.1095 1.1095 1.1010 1.1071
PP 1.1046 1.1046 1.1046 1.1034
S1 1.0948 1.0948 1.0984 1.0924
S2 1.0899 1.0899 1.0970
S3 1.0752 1.0801 1.0957
S4 1.0605 1.0654 1.0916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1101 1.0997 0.0104 0.9% 0.0000 0.0% 13% False False 1
10 1.1144 1.0997 0.0147 1.3% 0.0006 0.1% 9% False False 1
20 1.1298 1.0997 0.0301 2.7% 0.0003 0.0% 4% False False 1
40 1.1330 1.0960 0.0370 3.4% 0.0002 0.0% 14% 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 1.1010
2.618 1.1010
1.618 1.1010
1.000 1.1010
0.618 1.1010
HIGH 1.1010
0.618 1.1010
0.500 1.1010
0.382 1.1010
LOW 1.1010
0.618 1.1010
1.000 1.1010
1.618 1.1010
2.618 1.1010
4.250 1.1010
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 1.1010 1.1037
PP 1.1010 1.1028
S1 1.1010 1.1019

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

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