CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 1.1195 1.1171 -0.0024 -0.2% 1.1200
High 1.1195 1.1171 -0.0024 -0.2% 1.1200
Low 1.1176 1.1171 -0.0005 0.0% 1.1158
Close 1.1176 1.1171 -0.0005 0.0% 1.1199
Range 0.0019 0.0000 -0.0019 -100.0% 0.0042
ATR 0.0025 0.0024 -0.0001 -5.7% 0.0000
Volume 10 1 -9 -90.0% 4
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1171 1.1171 1.1171
R3 1.1171 1.1171 1.1171
R2 1.1171 1.1171 1.1171
R1 1.1171 1.1171 1.1171 1.1171
PP 1.1171 1.1171 1.1171 1.1171
S1 1.1171 1.1171 1.1171 1.1171
S2 1.1171 1.1171 1.1171
S3 1.1171 1.1171 1.1171
S4 1.1171 1.1171 1.1171
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.1312 1.1297 1.1222
R3 1.1270 1.1255 1.1211
R2 1.1228 1.1228 1.1207
R1 1.1213 1.1213 1.1203 1.1200
PP 1.1186 1.1186 1.1186 1.1179
S1 1.1171 1.1171 1.1195 1.1158
S2 1.1144 1.1144 1.1191
S3 1.1102 1.1129 1.1187
S4 1.1060 1.1087 1.1176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.1153 0.0046 0.4% 0.0016 0.1% 39% False False 6
10 1.1212 1.1153 0.0059 0.5% 0.0012 0.1% 31% False False 3
20 1.1440 1.1153 0.0287 2.6% 0.0006 0.1% 6% False False 3
40 1.1468 1.1153 0.0315 2.8% 0.0004 0.0% 6% False False 3
60 1.1491 1.1153 0.0338 3.0% 0.0003 0.0% 5% False False 28
80 1.1491 1.1140 0.0351 3.1% 0.0003 0.0% 9% False False 31
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1171
2.618 1.1171
1.618 1.1171
1.000 1.1171
0.618 1.1171
HIGH 1.1171
0.618 1.1171
0.500 1.1171
0.382 1.1171
LOW 1.1171
0.618 1.1171
1.000 1.1171
1.618 1.1171
2.618 1.1171
4.250 1.1171
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 1.1171 1.1174
PP 1.1171 1.1173
S1 1.1171 1.1172

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

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