CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 1.1385 1.1372 -0.0013 -0.1% 1.1291
High 1.1385 1.1372 -0.0013 -0.1% 1.1451
Low 1.1385 1.1372 -0.0013 -0.1% 1.1291
Close 1.1385 1.1372 -0.0013 -0.1% 1.1451
Range
ATR 0.0034 0.0032 -0.0001 -4.4% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1372 1.1372 1.1372
R3 1.1372 1.1372 1.1372
R2 1.1372 1.1372 1.1372
R1 1.1372 1.1372 1.1372 1.1372
PP 1.1372 1.1372 1.1372 1.1372
S1 1.1372 1.1372 1.1372 1.1372
S2 1.1372 1.1372 1.1372
S3 1.1372 1.1372 1.1372
S4 1.1372 1.1372 1.1372
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1878 1.1824 1.1539
R3 1.1718 1.1664 1.1495
R2 1.1558 1.1558 1.1480
R1 1.1504 1.1504 1.1466 1.1531
PP 1.1398 1.1398 1.1398 1.1411
S1 1.1344 1.1344 1.1436 1.1371
S2 1.1238 1.1238 1.1422
S3 1.1078 1.1184 1.1407
S4 1.0918 1.1024 1.1363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1372 0.0079 0.7% 0.0000 0.0% 0% False True 4
10 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 63% False False 2
20 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 63% False False 25
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 53% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1372
2.618 1.1372
1.618 1.1372
1.000 1.1372
0.618 1.1372
HIGH 1.1372
0.618 1.1372
0.500 1.1372
0.382 1.1372
LOW 1.1372
0.618 1.1372
1.000 1.1372
1.618 1.1372
2.618 1.1372
4.250 1.1372
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 1.1372 1.1383
PP 1.1372 1.1379
S1 1.1372 1.1376

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

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