CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 1.1134 1.1169 0.0035 0.3% 1.1163
High 1.1134 1.1169 0.0035 0.3% 1.1163
Low 1.1133 1.1147 0.0014 0.1% 1.1118
Close 1.1133 1.1147 0.0014 0.1% 1.1124
Range 0.0001 0.0022 0.0021 2,100.0% 0.0045
ATR 0.0029 0.0029 0.0001 1.8% 0.0000
Volume 2 1 -1 -50.0% 7
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1220 1.1206 1.1159
R3 1.1198 1.1184 1.1153
R2 1.1176 1.1176 1.1151
R1 1.1162 1.1162 1.1149 1.1158
PP 1.1154 1.1154 1.1154 1.1153
S1 1.1140 1.1140 1.1145 1.1136
S2 1.1132 1.1132 1.1143
S3 1.1110 1.1118 1.1141
S4 1.1088 1.1096 1.1135
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1270 1.1242 1.1149
R3 1.1225 1.1197 1.1136
R2 1.1180 1.1180 1.1132
R1 1.1152 1.1152 1.1128 1.1144
PP 1.1135 1.1135 1.1135 1.1131
S1 1.1107 1.1107 1.1120 1.1099
S2 1.1090 1.1090 1.1116
S3 1.1045 1.1062 1.1112
S4 1.1000 1.1017 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1169 1.1118 0.0051 0.5% 0.0014 0.1% 57% True False 3
10 1.1237 1.1118 0.0119 1.1% 0.0009 0.1% 24% False False 2
20 1.1237 1.1118 0.0119 1.1% 0.0010 0.1% 24% False False 3
40 1.1468 1.1118 0.0350 3.1% 0.0005 0.0% 8% False False 3
60 1.1468 1.1118 0.0350 3.1% 0.0004 0.0% 8% False False 2
80 1.1491 1.1118 0.0373 3.3% 0.0004 0.0% 8% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1263
2.618 1.1227
1.618 1.1205
1.000 1.1191
0.618 1.1183
HIGH 1.1169
0.618 1.1161
0.500 1.1158
0.382 1.1155
LOW 1.1147
0.618 1.1133
1.000 1.1125
1.618 1.1111
2.618 1.1089
4.250 1.1054
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 1.1158 1.1151
PP 1.1154 1.1150
S1 1.1151 1.1148

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

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