CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 1.1421 1.1380 -0.0041 -0.4% 1.1283
High 1.1421 1.1380 -0.0041 -0.4% 1.1421
Low 1.1421 1.1356 -0.0065 -0.6% 1.1255
Close 1.1421 1.1356 -0.0065 -0.6% 1.1421
Range 0.0000 0.0024 0.0024 0.0166
ATR 0.0043 0.0044 0.0002 3.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1436 1.1420 1.1369
R3 1.1412 1.1396 1.1363
R2 1.1388 1.1388 1.1360
R1 1.1372 1.1372 1.1358 1.1368
PP 1.1364 1.1364 1.1364 1.1362
S1 1.1348 1.1348 1.1354 1.1344
S2 1.1340 1.1340 1.1352
S3 1.1316 1.1324 1.1349
S4 1.1292 1.1300 1.1343
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1864 1.1808 1.1512
R3 1.1698 1.1642 1.1467
R2 1.1532 1.1532 1.1451
R1 1.1476 1.1476 1.1436 1.1504
PP 1.1366 1.1366 1.1366 1.1380
S1 1.1310 1.1310 1.1406 1.1338
S2 1.1200 1.1200 1.1391
S3 1.1034 1.1144 1.1375
S4 1.0868 1.0978 1.1330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1255 0.0166 1.5% 0.0005 0.0% 61% False False 1
10 1.1421 1.1255 0.0166 1.5% 0.0002 0.0% 61% False False 1
20 1.1421 1.1070 0.0351 3.1% 0.0007 0.1% 81% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1482
2.618 1.1443
1.618 1.1419
1.000 1.1404
0.618 1.1395
HIGH 1.1380
0.618 1.1371
0.500 1.1368
0.382 1.1365
LOW 1.1356
0.618 1.1341
1.000 1.1332
1.618 1.1317
2.618 1.1293
4.250 1.1254
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 1.1368 1.1356
PP 1.1364 1.1356
S1 1.1360 1.1356

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

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