CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 1.1203 1.1237 0.0034 0.3% 1.1042
High 1.1203 1.1237 0.0034 0.3% 1.1113
Low 1.1203 1.1237 0.0034 0.3% 1.0974
Close 1.1203 1.1237 0.0034 0.3% 1.1108
Range
ATR 0.0042 0.0041 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1237 1.1237 1.1237
R3 1.1237 1.1237 1.1237
R2 1.1237 1.1237 1.1237
R1 1.1237 1.1237 1.1237 1.1237
PP 1.1237 1.1237 1.1237 1.1237
S1 1.1237 1.1237 1.1237 1.1237
S2 1.1237 1.1237 1.1237
S3 1.1237 1.1237 1.1237
S4 1.1237 1.1237 1.1237
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1482 1.1434 1.1184
R3 1.1343 1.1295 1.1146
R2 1.1204 1.1204 1.1133
R1 1.1156 1.1156 1.1121 1.1180
PP 1.1065 1.1065 1.1065 1.1077
S1 1.1017 1.1017 1.1095 1.1041
S2 1.0926 1.0926 1.1083
S3 1.0787 1.0878 1.1070
S4 1.0648 1.0739 1.1032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.1108 0.0129 1.1% 0.0000 0.0% 100% True False 1
10 1.1237 1.0974 0.0263 2.3% 0.0000 0.0% 100% True False 1
20 1.1237 1.0974 0.0263 2.3% 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 1.1237
2.618 1.1237
1.618 1.1237
1.000 1.1237
0.618 1.1237
HIGH 1.1237
0.618 1.1237
0.500 1.1237
0.382 1.1237
LOW 1.1237
0.618 1.1237
1.000 1.1237
1.618 1.1237
2.618 1.1237
4.250 1.1237
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 1.1237 1.1216
PP 1.1237 1.1195
S1 1.1237 1.1174

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

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