CME Swiss Franc Future March 2015


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 1.1146 1.1159 0.0013 0.1% 1.1176
High 1.1146 1.1159 0.0013 0.1% 1.1176
Low 1.1146 1.1159 0.0013 0.1% 1.1137
Close 1.1146 1.1159 0.0013 0.1% 1.1137
Range
ATR 0.0027 0.0026 -0.0001 -3.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1159 1.1159 1.1159
R3 1.1159 1.1159 1.1159
R2 1.1159 1.1159 1.1159
R1 1.1159 1.1159 1.1159 1.1159
PP 1.1159 1.1159 1.1159 1.1159
S1 1.1159 1.1159 1.1159 1.1159
S2 1.1159 1.1159 1.1159
S3 1.1159 1.1159 1.1159
S4 1.1159 1.1159 1.1159
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1267 1.1241 1.1158
R3 1.1228 1.1202 1.1148
R2 1.1189 1.1189 1.1144
R1 1.1163 1.1163 1.1141 1.1157
PP 1.1150 1.1150 1.1150 1.1147
S1 1.1124 1.1124 1.1133 1.1118
S2 1.1111 1.1111 1.1130
S3 1.1072 1.1085 1.1126
S4 1.1033 1.1046 1.1116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1172 1.1137 0.0035 0.3% 0.0000 0.0% 63% False False 1
10 1.1251 1.1137 0.0114 1.0% 0.0000 0.0% 19% False False 1
20 1.1251 1.1137 0.0114 1.0% 0.0001 0.0% 19% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1159
2.618 1.1159
1.618 1.1159
1.000 1.1159
0.618 1.1159
HIGH 1.1159
0.618 1.1159
0.500 1.1159
0.382 1.1159
LOW 1.1159
0.618 1.1159
1.000 1.1159
1.618 1.1159
2.618 1.1159
4.250 1.1159
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 1.1159 1.1159
PP 1.1159 1.1159
S1 1.1159 1.1159

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

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