CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 1.1136 1.1067 -0.0069 -0.6% 1.1111
High 1.1136 1.1067 -0.0069 -0.6% 1.1237
Low 1.1136 1.1067 -0.0069 -0.6% 1.1111
Close 1.1136 1.1067 -0.0069 -0.6% 1.1227
Range
ATR 0.0035 0.0037 0.0002 6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1067 1.1067 1.1067
R3 1.1067 1.1067 1.1067
R2 1.1067 1.1067 1.1067
R1 1.1067 1.1067 1.1067 1.1067
PP 1.1067 1.1067 1.1067 1.1067
S1 1.1067 1.1067 1.1067 1.1067
S2 1.1067 1.1067 1.1067
S3 1.1067 1.1067 1.1067
S4 1.1067 1.1067 1.1067
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1570 1.1524 1.1296
R3 1.1444 1.1398 1.1262
R2 1.1318 1.1318 1.1250
R1 1.1272 1.1272 1.1239 1.1295
PP 1.1192 1.1192 1.1192 1.1203
S1 1.1146 1.1146 1.1215 1.1169
S2 1.1066 1.1066 1.1204
S3 1.0940 1.1020 1.1192
S4 1.0814 1.0894 1.1158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1227 1.1067 0.0160 1.4% 0.0000 0.0% 0% False True 1
10 1.1237 1.1067 0.0170 1.5% 0.0000 0.0% 0% False True 1
20 1.1237 1.0974 0.0263 2.4% 0.0000 0.0% 35% False False 1
40 1.1237 1.0695 0.0542 4.9% 0.0000 0.0% 69% 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 1.1067
2.618 1.1067
1.618 1.1067
1.000 1.1067
0.618 1.1067
HIGH 1.1067
0.618 1.1067
0.500 1.1067
0.382 1.1067
LOW 1.1067
0.618 1.1067
1.000 1.1067
1.618 1.1067
2.618 1.1067
4.250 1.1067
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 1.1067 1.1110
PP 1.1067 1.1096
S1 1.1067 1.1081

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

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