CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 1.1456 1.1491 0.0035 0.3% 1.1416
High 1.1456 1.1491 0.0035 0.3% 1.1491
Low 1.1456 1.1491 0.0035 0.3% 1.1416
Close 1.1456 1.1491 0.0035 0.3% 1.1491
Range
ATR 0.0039 0.0039 0.0000 -0.7% 0.0000
Volume 156 156 0 0.0% 780
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1491 1.1491 1.1491
R3 1.1491 1.1491 1.1491
R2 1.1491 1.1491 1.1491
R1 1.1491 1.1491 1.1491 1.1491
PP 1.1491 1.1491 1.1491 1.1491
S1 1.1491 1.1491 1.1491 1.1491
S2 1.1491 1.1491 1.1491
S3 1.1491 1.1491 1.1491
S4 1.1491 1.1491 1.1491
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1691 1.1666 1.1532
R3 1.1616 1.1591 1.1512
R2 1.1541 1.1541 1.1505
R1 1.1516 1.1516 1.1498 1.1529
PP 1.1466 1.1466 1.1466 1.1472
S1 1.1441 1.1441 1.1484 1.1454
S2 1.1391 1.1391 1.1477
S3 1.1316 1.1366 1.1470
S4 1.1241 1.1291 1.1450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1491 1.1416 0.0075 0.7% 0.0000 0.0% 100% True False 156
10 1.1491 1.1297 0.0194 1.7% 0.0002 0.0% 100% True False 140
20 1.1491 1.1250 0.0241 2.1% 0.0001 0.0% 100% True False 70
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 1.1491
2.618 1.1491
1.618 1.1491
1.000 1.1491
0.618 1.1491
HIGH 1.1491
0.618 1.1491
0.500 1.1491
0.382 1.1491
LOW 1.1491
0.618 1.1491
1.000 1.1491
1.618 1.1491
2.618 1.1491
4.250 1.1491
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 1.1491 1.1485
PP 1.1491 1.1479
S1 1.1491 1.1474

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

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