CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.0947 1.0966 0.0019 0.2% 1.0890
High 1.0947 1.0966 0.0019 0.2% 1.0951
Low 1.0947 1.0966 0.0019 0.2% 1.0890
Close 1.0947 1.0966 0.0019 0.2% 1.0947
Range
ATR 0.0036 0.0035 -0.0001 -3.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0966 1.0966 1.0966
R3 1.0966 1.0966 1.0966
R2 1.0966 1.0966 1.0966
R1 1.0966 1.0966 1.0966 1.0966
PP 1.0966 1.0966 1.0966 1.0966
S1 1.0966 1.0966 1.0966 1.0966
S2 1.0966 1.0966 1.0966
S3 1.0966 1.0966 1.0966
S4 1.0966 1.0966 1.0966
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1112 1.1091 1.0981
R3 1.1051 1.1030 1.0964
R2 1.0990 1.0990 1.0958
R1 1.0969 1.0969 1.0953 1.0980
PP 1.0929 1.0929 1.0929 1.0935
S1 1.0908 1.0908 1.0941 1.0919
S2 1.0868 1.0868 1.0936
S3 1.0807 1.0847 1.0930
S4 1.0746 1.0786 1.0913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0966 1.0913 0.0053 0.5% 0.0000 0.0% 100% True False 1
10 1.0989 1.0862 0.0127 1.2% 0.0006 0.1% 82% False False 1
20 1.1237 1.0862 0.0375 3.4% 0.0003 0.0% 28% False False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 28% 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 1.0966
2.618 1.0966
1.618 1.0966
1.000 1.0966
0.618 1.0966
HIGH 1.0966
0.618 1.0966
0.500 1.0966
0.382 1.0966
LOW 1.0966
0.618 1.0966
1.000 1.0966
1.618 1.0966
2.618 1.0966
4.250 1.0966
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.0966 1.0961
PP 1.0966 1.0955
S1 1.0966 1.0950

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

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