CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 1.1237 1.1236 -0.0001 0.0% 1.1042
High 1.1237 1.1236 -0.0001 0.0% 1.1113
Low 1.1237 1.1236 -0.0001 0.0% 1.0974
Close 1.1237 1.1236 -0.0001 0.0% 1.1108
Range
ATR 0.0041 0.0038 -0.0003 -7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1236 1.1236 1.1236
R3 1.1236 1.1236 1.1236
R2 1.1236 1.1236 1.1236
R1 1.1236 1.1236 1.1236 1.1236
PP 1.1236 1.1236 1.1236 1.1236
S1 1.1236 1.1236 1.1236 1.1236
S2 1.1236 1.1236 1.1236
S3 1.1236 1.1236 1.1236
S4 1.1236 1.1236 1.1236
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% 99% False False 1
10 1.1237 1.0974 0.0263 2.3% 0.0000 0.0% 100% False False 1
20 1.1237 1.0974 0.0263 2.3% 0.0000 0.0% 100% False False 1
40 1.1237 1.0615 0.0622 5.5% 0.0000 0.0% 100% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1236
2.618 1.1236
1.618 1.1236
1.000 1.1236
0.618 1.1236
HIGH 1.1236
0.618 1.1236
0.500 1.1236
0.382 1.1236
LOW 1.1236
0.618 1.1236
1.000 1.1236
1.618 1.1236
2.618 1.1236
4.250 1.1236
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 1.1236 1.1231
PP 1.1236 1.1225
S1 1.1236 1.1220

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

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