CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 1.0779 1.0792 0.0013 0.1% 1.0760
High 1.0779 1.0792 0.0013 0.1% 1.0792
Low 1.0779 1.0792 0.0013 0.1% 1.0727
Close 1.0779 1.0792 0.0013 0.1% 1.0792
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0792 1.0792 1.0792
R3 1.0792 1.0792 1.0792
R2 1.0792 1.0792 1.0792
R1 1.0792 1.0792 1.0792 1.0792
PP 1.0792 1.0792 1.0792 1.0792
S1 1.0792 1.0792 1.0792 1.0792
S2 1.0792 1.0792 1.0792
S3 1.0792 1.0792 1.0792
S4 1.0792 1.0792 1.0792
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0965 1.0944 1.0828
R3 1.0900 1.0879 1.0810
R2 1.0835 1.0835 1.0804
R1 1.0814 1.0814 1.0798 1.0825
PP 1.0770 1.0770 1.0770 1.0776
S1 1.0749 1.0749 1.0786 1.0760
S2 1.0705 1.0705 1.0780
S3 1.0640 1.0684 1.0774
S4 1.0575 1.0619 1.0756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0792 1.0727 0.0065 0.6% 0.0000 0.0% 100% True False 1
10 1.0792 1.0615 0.0177 1.6% 0.0000 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0792
2.618 1.0792
1.618 1.0792
1.000 1.0792
0.618 1.0792
HIGH 1.0792
0.618 1.0792
0.500 1.0792
0.382 1.0792
LOW 1.0792
0.618 1.0792
1.000 1.0792
1.618 1.0792
2.618 1.0792
4.250 1.0792
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 1.0792 1.0790
PP 1.0792 1.0788
S1 1.0792 1.0786

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

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