CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 1.1086 1.1100 0.0014 0.1% 1.0986
High 1.1086 1.1100 0.0014 0.1% 1.1056
Low 1.1075 1.1100 0.0025 0.2% 1.0986
Close 1.1075 1.1100 0.0025 0.2% 1.1048
Range 0.0011 0.0000 -0.0011 -100.0% 0.0070
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1100 1.1100 1.1100
R3 1.1100 1.1100 1.1100
R2 1.1100 1.1100 1.1100
R1 1.1100 1.1100 1.1100 1.1100
PP 1.1100 1.1100 1.1100 1.1100
S1 1.1100 1.1100 1.1100 1.1100
S2 1.1100 1.1100 1.1100
S3 1.1100 1.1100 1.1100
S4 1.1100 1.1100 1.1100
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 1.1100 1.1027 0.0073 0.7% 0.0002 0.0% 100% True False 1
10 1.1100 1.0912 0.0188 1.7% 0.0001 0.0% 100% True False 1
20 1.1100 1.0862 0.0238 2.1% 0.0004 0.0% 100% True False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 63% False False 1
60 1.1237 1.0779 0.0458 4.1% 0.0001 0.0% 70% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1100
2.618 1.1100
1.618 1.1100
1.000 1.1100
0.618 1.1100
HIGH 1.1100
0.618 1.1100
0.500 1.1100
0.382 1.1100
LOW 1.1100
0.618 1.1100
1.000 1.1100
1.618 1.1100
2.618 1.1100
4.250 1.1100
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 1.1100 1.1088
PP 1.1100 1.1076
S1 1.1100 1.1064

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

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