CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1.1346 1.1360 0.0014 0.1% 1.1482
High 1.1346 1.1360 0.0014 0.1% 1.1482
Low 1.1346 1.1360 0.0014 0.1% 1.1346
Close 1.1346 1.1360 0.0014 0.1% 1.1360
Range
ATR 0.0038 0.0037 -0.0002 -4.5% 0.0000
Volume 156 156 0 0.0% 780
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1360 1.1360 1.1360
R3 1.1360 1.1360 1.1360
R2 1.1360 1.1360 1.1360
R1 1.1360 1.1360 1.1360 1.1360
PP 1.1360 1.1360 1.1360 1.1360
S1 1.1360 1.1360 1.1360 1.1360
S2 1.1360 1.1360 1.1360
S3 1.1360 1.1360 1.1360
S4 1.1360 1.1360 1.1360
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1804 1.1718 1.1435
R3 1.1668 1.1582 1.1397
R2 1.1532 1.1532 1.1385
R1 1.1446 1.1446 1.1372 1.1421
PP 1.1396 1.1396 1.1396 1.1384
S1 1.1310 1.1310 1.1348 1.1285
S2 1.1260 1.1260 1.1335
S3 1.1124 1.1174 1.1323
S4 1.0988 1.1038 1.1285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1482 1.1346 0.0136 1.2% 0.0000 0.0% 10% False False 156
10 1.1491 1.1346 0.0145 1.3% 0.0000 0.0% 10% False False 156
20 1.1491 1.1255 0.0236 2.1% 0.0001 0.0% 44% False False 109
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 1.1360
2.618 1.1360
1.618 1.1360
1.000 1.1360
0.618 1.1360
HIGH 1.1360
0.618 1.1360
0.500 1.1360
0.382 1.1360
LOW 1.1360
0.618 1.1360
1.000 1.1360
1.618 1.1360
2.618 1.1360
4.250 1.1360
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1.1360 1.1359
PP 1.1360 1.1358
S1 1.1360 1.1357

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

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