CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.1238 1.1285 0.0047 0.4% 1.1172
High 1.1238 1.1285 0.0047 0.4% 1.1238
Low 1.1238 1.1279 0.0041 0.4% 1.1128
Close 1.1238 1.1279 0.0041 0.4% 1.1238
Range 0.0000 0.0006 0.0006 0.0110
ATR 0.0044 0.0044 0.0000 0.5% 0.0000
Volume 301 301 0 0.0% 855
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1299 1.1295 1.1282
R3 1.1293 1.1289 1.1281
R2 1.1287 1.1287 1.1280
R1 1.1283 1.1283 1.1280 1.1282
PP 1.1281 1.1281 1.1281 1.1281
S1 1.1277 1.1277 1.1278 1.1276
S2 1.1275 1.1275 1.1278
S3 1.1269 1.1271 1.1277
S4 1.1263 1.1265 1.1276
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1531 1.1495 1.1299
R3 1.1421 1.1385 1.1268
R2 1.1311 1.1311 1.1258
R1 1.1275 1.1275 1.1248 1.1293
PP 1.1201 1.1201 1.1201 1.1211
S1 1.1165 1.1165 1.1228 1.1183
S2 1.1091 1.1091 1.1218
S3 1.0981 1.1055 1.1208
S4 1.0871 1.0945 1.1178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1285 1.1128 0.0157 1.4% 0.0010 0.1% 96% True False 230
10 1.1285 1.1083 0.0202 1.8% 0.0005 0.0% 97% True False 116
20 1.1285 1.0994 0.0291 2.6% 0.0003 0.0% 98% True False 59
40 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 94% False False 30
60 1.1330 1.0924 0.0406 3.6% 0.0002 0.0% 87% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1311
2.618 1.1301
1.618 1.1295
1.000 1.1291
0.618 1.1289
HIGH 1.1285
0.618 1.1283
0.500 1.1282
0.382 1.1281
LOW 1.1279
0.618 1.1275
1.000 1.1273
1.618 1.1269
2.618 1.1263
4.250 1.1254
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.1282 1.1268
PP 1.1281 1.1256
S1 1.1280 1.1245

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

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