CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 1.1367 1.1346 -0.0021 -0.2% 1.1416
High 1.1367 1.1346 -0.0021 -0.2% 1.1491
Low 1.1367 1.1346 -0.0021 -0.2% 1.1416
Close 1.1367 1.1346 -0.0021 -0.2% 1.1491
Range
ATR 0.0040 0.0038 -0.0001 -3.4% 0.0000
Volume 156 156 0 0.0% 780
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1346 1.1346 1.1346
R3 1.1346 1.1346 1.1346
R2 1.1346 1.1346 1.1346
R1 1.1346 1.1346 1.1346 1.1346
PP 1.1346 1.1346 1.1346 1.1346
S1 1.1346 1.1346 1.1346 1.1346
S2 1.1346 1.1346 1.1346
S3 1.1346 1.1346 1.1346
S4 1.1346 1.1346 1.1346
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 1.1346 0.0145 1.3% 0.0000 0.0% 0% False True 156
10 1.1491 1.1346 0.0145 1.3% 0.0000 0.0% 0% False True 156
20 1.1491 1.1255 0.0236 2.1% 0.0001 0.0% 39% False False 101
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 1.1346
2.618 1.1346
1.618 1.1346
1.000 1.1346
0.618 1.1346
HIGH 1.1346
0.618 1.1346
0.500 1.1346
0.382 1.1346
LOW 1.1346
0.618 1.1346
1.000 1.1346
1.618 1.1346
2.618 1.1346
4.250 1.1346
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 1.1346 1.1411
PP 1.1346 1.1389
S1 1.1346 1.1368

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

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