CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 1.1195 1.1201 0.0006 0.1% 1.1135
High 1.1202 1.1201 -0.0001 0.0% 1.1201
Low 1.1193 1.1201 0.0008 0.1% 1.1133
Close 1.1202 1.1201 -0.0001 0.0% 1.1181
Range 0.0009 0.0000 -0.0009 -100.0% 0.0068
ATR 0.0030 0.0028 -0.0002 -6.9% 0.0000
Volume 5 19 14 280.0% 21
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1201 1.1201 1.1201
R3 1.1201 1.1201 1.1201
R2 1.1201 1.1201 1.1201
R1 1.1201 1.1201 1.1201 1.1201
PP 1.1201 1.1201 1.1201 1.1201
S1 1.1201 1.1201 1.1201 1.1201
S2 1.1201 1.1201 1.1201
S3 1.1201 1.1201 1.1201
S4 1.1201 1.1201 1.1201
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1376 1.1346 1.1218
R3 1.1308 1.1278 1.1200
R2 1.1240 1.1240 1.1193
R1 1.1210 1.1210 1.1187 1.1225
PP 1.1172 1.1172 1.1172 1.1179
S1 1.1142 1.1142 1.1175 1.1157
S2 1.1104 1.1104 1.1169
S3 1.1036 1.1074 1.1162
S4 1.0968 1.1006 1.1144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1202 1.1147 0.0055 0.5% 0.0013 0.1% 98% False False 6
10 1.1202 1.1118 0.0084 0.7% 0.0011 0.1% 99% False False 5
20 1.1237 1.1118 0.0119 1.1% 0.0011 0.1% 70% False False 4
40 1.1468 1.1118 0.0350 3.1% 0.0006 0.1% 24% False False 3
60 1.1468 1.1118 0.0350 3.1% 0.0005 0.0% 24% False False 3
80 1.1491 1.1118 0.0373 3.3% 0.0004 0.0% 22% False False 31
100 1.1491 1.1061 0.0430 3.8% 0.0005 0.0% 33% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1201
1.618 1.1201
1.000 1.1201
0.618 1.1201
HIGH 1.1201
0.618 1.1201
0.500 1.1201
0.382 1.1201
LOW 1.1201
0.618 1.1201
1.000 1.1201
1.618 1.1201
2.618 1.1201
4.250 1.1201
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 1.1201 1.1197
PP 1.1201 1.1192
S1 1.1201 1.1188

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

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