CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 1.1276 1.1276 0.0000 0.0% 1.1431
High 1.1276 1.1276 0.0000 0.0% 1.1481
Low 1.1276 1.1276 0.0000 0.0% 1.1307
Close 1.1276 1.1276 0.0000 0.0% 1.1307
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 1.1276 1.1276 1.1276
R3 1.1276 1.1276 1.1276
R2 1.1276 1.1276 1.1276
R1 1.1276 1.1276 1.1276 1.1276
PP 1.1276 1.1276 1.1276 1.1276
S1 1.1276 1.1276 1.1276 1.1276
S2 1.1276 1.1276 1.1276
S3 1.1276 1.1276 1.1276
S4 1.1276 1.1276 1.1276
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 1.1307 1.1268 0.0039 0.3% 0.0000 0.0% 21% False False 1
10 1.1481 1.1268 0.0213 1.9% 0.0000 0.0% 4% False False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1276
2.618 1.1276
1.618 1.1276
1.000 1.1276
0.618 1.1276
HIGH 1.1276
0.618 1.1276
0.500 1.1276
0.382 1.1276
LOW 1.1276
0.618 1.1276
1.000 1.1276
1.618 1.1276
2.618 1.1276
4.250 1.1276
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 1.1276 1.1275
PP 1.1276 1.1273
S1 1.1276 1.1272

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

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