CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 1.1245 1.1238 -0.0007 -0.1% 1.1339
High 1.1245 1.1238 -0.0007 -0.1% 1.1346
Low 1.1245 1.1238 -0.0007 -0.1% 1.1238
Close 1.1245 1.1238 -0.0007 -0.1% 1.1238
Range
ATR 0.0033 0.0031 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1238 1.1238 1.1238
R3 1.1238 1.1238 1.1238
R2 1.1238 1.1238 1.1238
R1 1.1238 1.1238 1.1238 1.1238
PP 1.1238 1.1238 1.1238 1.1238
S1 1.1238 1.1238 1.1238 1.1238
S2 1.1238 1.1238 1.1238
S3 1.1238 1.1238 1.1238
S4 1.1238 1.1238 1.1238
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1598 1.1526 1.1297
R3 1.1490 1.1418 1.1268
R2 1.1382 1.1382 1.1258
R1 1.1310 1.1310 1.1248 1.1292
PP 1.1274 1.1274 1.1274 1.1265
S1 1.1202 1.1202 1.1228 1.1184
S2 1.1166 1.1166 1.1218
S3 1.1058 1.1094 1.1208
S4 1.0950 1.0986 1.1179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1346 1.1238 0.0108 1.0% 0.0000 0.0% 0% False True 1
10 1.1381 1.1238 0.0143 1.3% 0.0003 0.0% 0% False True 16
20 1.1491 1.1238 0.0253 2.3% 0.0001 0.0% 0% False True 86
40 1.1491 1.1130 0.0361 3.2% 0.0002 0.0% 30% False False 59
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 1.1238
2.618 1.1238
1.618 1.1238
1.000 1.1238
0.618 1.1238
HIGH 1.1238
0.618 1.1238
0.500 1.1238
0.382 1.1238
LOW 1.1238
0.618 1.1238
1.000 1.1238
1.618 1.1238
2.618 1.1238
4.250 1.1238
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 1.1238 1.1271
PP 1.1238 1.1260
S1 1.1238 1.1249

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

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