CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.1092 1.1020 -0.0072 -0.6% 1.1091
High 1.1092 1.1020 -0.0072 -0.6% 1.1145
Low 1.1092 1.1020 -0.0072 -0.6% 1.1052
Close 1.1092 1.1020 -0.0072 -0.6% 1.1052
Range
ATR 0.0038 0.0041 0.0002 6.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1020 1.1020 1.1020
R3 1.1020 1.1020 1.1020
R2 1.1020 1.1020 1.1020
R1 1.1020 1.1020 1.1020 1.1020
PP 1.1020 1.1020 1.1020 1.1020
S1 1.1020 1.1020 1.1020 1.1020
S2 1.1020 1.1020 1.1020
S3 1.1020 1.1020 1.1020
S4 1.1020 1.1020 1.1020
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1362 1.1300 1.1103
R3 1.1269 1.1207 1.1078
R2 1.1176 1.1176 1.1069
R1 1.1114 1.1114 1.1061 1.1099
PP 1.1083 1.1083 1.1083 1.1075
S1 1.1021 1.1021 1.1043 1.1006
S2 1.0990 1.0990 1.1035
S3 1.0897 1.0928 1.1026
S4 1.0804 1.0835 1.1001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.1020 0.0125 1.1% 0.0000 0.0% 0% False True 1
10 1.1145 1.1013 0.0132 1.2% 0.0000 0.0% 5% False False 1
20 1.1145 1.0779 0.0366 3.3% 0.0000 0.0% 66% 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 1.1020
2.618 1.1020
1.618 1.1020
1.000 1.1020
0.618 1.1020
HIGH 1.1020
0.618 1.1020
0.500 1.1020
0.382 1.1020
LOW 1.1020
0.618 1.1020
1.000 1.1020
1.618 1.1020
2.618 1.1020
4.250 1.1020
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.1020 1.1058
PP 1.1020 1.1045
S1 1.1020 1.1033

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

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