CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 1.1296 1.1268 -0.0028 -0.2% 1.1431
High 1.1296 1.1268 -0.0028 -0.2% 1.1481
Low 1.1296 1.1268 -0.0028 -0.2% 1.1307
Close 1.1296 1.1268 -0.0028 -0.2% 1.1307
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 1.1268 1.1268 1.1268
R3 1.1268 1.1268 1.1268
R2 1.1268 1.1268 1.1268
R1 1.1268 1.1268 1.1268 1.1268
PP 1.1268 1.1268 1.1268 1.1268
S1 1.1268 1.1268 1.1268 1.1268
S2 1.1268 1.1268 1.1268
S3 1.1268 1.1268 1.1268
S4 1.1268 1.1268 1.1268
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.1887 1.1771 1.1403
R3 1.1713 1.1597 1.1355
R2 1.1539 1.1539 1.1339
R1 1.1423 1.1423 1.1323 1.1394
PP 1.1365 1.1365 1.1365 1.1351
S1 1.1249 1.1249 1.1291 1.1220
S2 1.1191 1.1191 1.1275
S3 1.1017 1.1075 1.1259
S4 1.0843 1.0901 1.1211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1268 0.0183 1.6% 0.0000 0.0% 0% False True 1
10 1.1481 1.1268 0.0213 1.9% 0.0000 0.0% 0% False True 1
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 1.1268
2.618 1.1268
1.618 1.1268
1.000 1.1268
0.618 1.1268
HIGH 1.1268
0.618 1.1268
0.500 1.1268
0.382 1.1268
LOW 1.1268
0.618 1.1268
1.000 1.1268
1.618 1.1268
2.618 1.1268
4.250 1.1268
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 1.1268 1.1288
PP 1.1268 1.1281
S1 1.1268 1.1275

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

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