CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 1.1025 1.1013 -0.0012 -0.1% 1.0809
High 1.1025 1.1013 -0.0012 -0.1% 1.1015
Low 1.1025 1.1013 -0.0012 -0.1% 1.0809
Close 1.1025 1.1013 -0.0012 -0.1% 1.1015
Range
ATR 0.0039 0.0038 -0.0002 -5.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1013 1.1013 1.1013
R3 1.1013 1.1013 1.1013
R2 1.1013 1.1013 1.1013
R1 1.1013 1.1013 1.1013 1.1013
PP 1.1013 1.1013 1.1013 1.1013
S1 1.1013 1.1013 1.1013 1.1013
S2 1.1013 1.1013 1.1013
S3 1.1013 1.1013 1.1013
S4 1.1013 1.1013 1.1013
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1564 1.1496 1.1128
R3 1.1358 1.1290 1.1072
R2 1.1152 1.1152 1.1053
R1 1.1084 1.1084 1.1034 1.1118
PP 1.0946 1.0946 1.0946 1.0964
S1 1.0878 1.0878 1.0996 1.0912
S2 1.0740 1.0740 1.0977
S3 1.0534 1.0672 1.0958
S4 1.0328 1.0466 1.0902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0988 0.0037 0.3% 0.0000 0.0% 68% False False 1
10 1.1025 1.0792 0.0233 2.1% 0.0000 0.0% 95% False False 1
20 1.1025 1.0615 0.0410 3.7% 0.0000 0.0% 97% 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 1.1013
2.618 1.1013
1.618 1.1013
1.000 1.1013
0.618 1.1013
HIGH 1.1013
0.618 1.1013
0.500 1.1013
0.382 1.1013
LOW 1.1013
0.618 1.1013
1.000 1.1013
1.618 1.1013
2.618 1.1013
4.250 1.1013
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 1.1013 1.1011
PP 1.1013 1.1009
S1 1.1013 1.1007

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

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