CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 1.1027 1.1086 0.0059 0.5% 1.0986
High 1.1027 1.1086 0.0059 0.5% 1.1056
Low 1.1027 1.1075 0.0048 0.4% 1.0986
Close 1.1027 1.1075 0.0048 0.4% 1.1048
Range 0.0000 0.0011 0.0011 0.0070
ATR 0.0040 0.0041 0.0001 3.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1112 1.1104 1.1081
R3 1.1101 1.1093 1.1078
R2 1.1090 1.1090 1.1077
R1 1.1082 1.1082 1.1076 1.1081
PP 1.1079 1.1079 1.1079 1.1078
S1 1.1071 1.1071 1.1074 1.1070
S2 1.1068 1.1068 1.1073
S3 1.1057 1.1060 1.1072
S4 1.1046 1.1049 1.1069
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1240 1.1214 1.1087
R3 1.1170 1.1144 1.1067
R2 1.1100 1.1100 1.1061
R1 1.1074 1.1074 1.1054 1.1087
PP 1.1030 1.1030 1.1030 1.1037
S1 1.1004 1.1004 1.1042 1.1017
S2 1.0960 1.0960 1.1035
S3 1.0890 1.0934 1.1029
S4 1.0820 1.0864 1.1010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1086 1.1027 0.0059 0.5% 0.0002 0.0% 81% True False 1
10 1.1086 1.0912 0.0174 1.6% 0.0001 0.0% 94% True False 1
20 1.1086 1.0862 0.0224 2.0% 0.0004 0.0% 95% True False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 57% False False 1
60 1.1237 1.0727 0.0510 4.6% 0.0001 0.0% 68% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1133
2.618 1.1115
1.618 1.1104
1.000 1.1097
0.618 1.1093
HIGH 1.1086
0.618 1.1082
0.500 1.1081
0.382 1.1079
LOW 1.1075
0.618 1.1068
1.000 1.1064
1.618 1.1057
2.618 1.1046
4.250 1.1028
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1.1081 1.1069
PP 1.1079 1.1063
S1 1.1077 1.1057

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

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