CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1.1293 1.1299 0.0006 0.1% 1.1027
High 1.1293 1.1299 0.0006 0.1% 1.1229
Low 1.1293 1.1299 0.0006 0.1% 1.1027
Close 1.1293 1.1299 0.0006 0.1% 1.1229
Range
ATR 0.0042 0.0039 -0.0003 -6.1% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1299 1.1299 1.1299
R3 1.1299 1.1299 1.1299
R2 1.1299 1.1299 1.1299
R1 1.1299 1.1299 1.1299 1.1299
PP 1.1299 1.1299 1.1299 1.1299
S1 1.1299 1.1299 1.1299 1.1299
S2 1.1299 1.1299 1.1299
S3 1.1299 1.1299 1.1299
S4 1.1299 1.1299 1.1299
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1768 1.1700 1.1340
R3 1.1566 1.1498 1.1285
R2 1.1364 1.1364 1.1266
R1 1.1296 1.1296 1.1248 1.1330
PP 1.1162 1.1162 1.1162 1.1179
S1 1.1094 1.1094 1.1210 1.1128
S2 1.0960 1.0960 1.1192
S3 1.0758 1.0892 1.1173
S4 1.0556 1.0690 1.1118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1168 0.0131 1.2% 0.0003 0.0% 100% True False 1
10 1.1299 1.1027 0.0272 2.4% 0.0003 0.0% 100% True False 1
20 1.1299 1.0912 0.0387 3.4% 0.0001 0.0% 100% True False 1
40 1.1299 1.0862 0.0437 3.9% 0.0002 0.0% 100% True False 1
60 1.1299 1.0862 0.0437 3.9% 0.0001 0.0% 100% True 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 1.1299
2.618 1.1299
1.618 1.1299
1.000 1.1299
0.618 1.1299
HIGH 1.1299
0.618 1.1299
0.500 1.1299
0.382 1.1299
LOW 1.1299
0.618 1.1299
1.000 1.1299
1.618 1.1299
2.618 1.1299
4.250 1.1299
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1.1299 1.1292
PP 1.1299 1.1284
S1 1.1299 1.1277

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

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