CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 1.0890 1.0913 0.0023 0.2% 1.1018
High 1.0890 1.0913 0.0023 0.2% 1.1018
Low 1.0890 1.0913 0.0023 0.2% 1.0862
Close 1.0890 1.0913 0.0023 0.2% 1.0862
Range
ATR 0.0041 0.0040 -0.0001 -3.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0913 1.0913 1.0913
R3 1.0913 1.0913 1.0913
R2 1.0913 1.0913 1.0913
R1 1.0913 1.0913 1.0913 1.0913
PP 1.0913 1.0913 1.0913 1.0913
S1 1.0913 1.0913 1.0913 1.0913
S2 1.0913 1.0913 1.0913
S3 1.0913 1.0913 1.0913
S4 1.0913 1.0913 1.0913
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1382 1.1278 1.0948
R3 1.1226 1.1122 1.0905
R2 1.1070 1.1070 1.0891
R1 1.0966 1.0966 1.0876 1.0940
PP 1.0914 1.0914 1.0914 1.0901
S1 1.0810 1.0810 1.0848 1.0784
S2 1.0758 1.0758 1.0833
S3 1.0602 1.0654 1.0819
S4 1.0446 1.0498 1.0776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0989 1.0862 0.0127 1.2% 0.0012 0.1% 40% False False 1
10 1.1136 1.0862 0.0274 2.5% 0.0006 0.1% 19% False False 1
20 1.1237 1.0862 0.0375 3.4% 0.0003 0.0% 14% False False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 14% 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 1.0913
2.618 1.0913
1.618 1.0913
1.000 1.0913
0.618 1.0913
HIGH 1.0913
0.618 1.0913
0.500 1.0913
0.382 1.0913
LOW 1.0913
0.618 1.0913
1.000 1.0913
1.618 1.0913
2.618 1.0913
4.250 1.0913
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 1.0913 1.0906
PP 1.0913 1.0899
S1 1.0913 1.0893

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

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