CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 1.1018 1.0978 -0.0040 -0.4% 1.1206
High 1.1018 1.0978 -0.0040 -0.4% 1.1206
Low 1.1018 1.0978 -0.0040 -0.4% 1.0981
Close 1.1018 1.0978 -0.0040 -0.4% 1.0981
Range
ATR 0.0041 0.0041 0.0000 -0.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0978 1.0978 1.0978
R3 1.0978 1.0978 1.0978
R2 1.0978 1.0978 1.0978
R1 1.0978 1.0978 1.0978 1.0978
PP 1.0978 1.0978 1.0978 1.0978
S1 1.0978 1.0978 1.0978 1.0978
S2 1.0978 1.0978 1.0978
S3 1.0978 1.0978 1.0978
S4 1.0978 1.0978 1.0978
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1731 1.1581 1.1105
R3 1.1506 1.1356 1.1043
R2 1.1281 1.1281 1.1022
R1 1.1131 1.1131 1.1002 1.1094
PP 1.1056 1.1056 1.1056 1.1037
S1 1.0906 1.0906 1.0960 1.0869
S2 1.0831 1.0831 1.0940
S3 1.0606 1.0681 1.0919
S4 1.0381 1.0456 1.0857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1136 1.0978 0.0158 1.4% 0.0000 0.0% 0% False True 1
10 1.1237 1.0978 0.0259 2.4% 0.0000 0.0% 0% False True 1
20 1.1237 1.0974 0.0263 2.4% 0.0000 0.0% 2% False False 1
40 1.1237 1.0779 0.0458 4.2% 0.0000 0.0% 43% 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 1.0978
2.618 1.0978
1.618 1.0978
1.000 1.0978
0.618 1.0978
HIGH 1.0978
0.618 1.0978
0.500 1.0978
0.382 1.0978
LOW 1.0978
0.618 1.0978
1.000 1.0978
1.618 1.0978
2.618 1.0978
4.250 1.0978
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 1.0978 1.0998
PP 1.0978 1.0991
S1 1.0978 1.0985

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

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