CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 1.1172 1.1177 0.0005 0.0% 1.1127
High 1.1172 1.1177 0.0005 0.0% 1.1164
Low 1.1172 1.1156 -0.0016 -0.1% 1.1083
Close 1.1172 1.1156 -0.0016 -0.1% 1.1164
Range 0.0000 0.0021 0.0021 0.0081
ATR 0.0045 0.0043 -0.0002 -3.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1226 1.1212 1.1168
R3 1.1205 1.1191 1.1162
R2 1.1184 1.1184 1.1160
R1 1.1170 1.1170 1.1158 1.1167
PP 1.1163 1.1163 1.1163 1.1161
S1 1.1149 1.1149 1.1154 1.1146
S2 1.1142 1.1142 1.1152
S3 1.1121 1.1128 1.1150
S4 1.1100 1.1107 1.1144
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1380 1.1353 1.1209
R3 1.1299 1.1272 1.1186
R2 1.1218 1.1218 1.1179
R1 1.1191 1.1191 1.1171 1.1205
PP 1.1137 1.1137 1.1137 1.1144
S1 1.1110 1.1110 1.1157 1.1124
S2 1.1056 1.1056 1.1149
S3 1.0975 1.1029 1.1142
S4 1.0894 1.0948 1.1119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1177 1.1095 0.0082 0.7% 0.0004 0.0% 74% True False 2
10 1.1206 1.1047 0.0159 1.4% 0.0002 0.0% 69% False False 2
20 1.1206 1.0994 0.0212 1.9% 0.0001 0.0% 76% False False 1
40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 48% False False 1
60 1.1330 1.0924 0.0406 3.6% 0.0001 0.0% 57% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1266
2.618 1.1232
1.618 1.1211
1.000 1.1198
0.618 1.1190
HIGH 1.1177
0.618 1.1169
0.500 1.1167
0.382 1.1164
LOW 1.1156
0.618 1.1143
1.000 1.1135
1.618 1.1122
2.618 1.1101
4.250 1.1067
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 1.1167 1.1167
PP 1.1163 1.1163
S1 1.1160 1.1160

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

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