CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 1.1168 1.1229 0.0061 0.5% 1.1027
High 1.1184 1.1229 0.0045 0.4% 1.1229
Low 1.1168 1.1229 0.0061 0.5% 1.1027
Close 1.1184 1.1229 0.0045 0.4% 1.1229
Range 0.0016 0.0000 -0.0016 -100.0% 0.0202
ATR 0.0043 0.0043 0.0000 0.3% 0.0000
Volume 2 1 -1 -50.0% 7
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1229 1.1229 1.1229
R3 1.1229 1.1229 1.1229
R2 1.1229 1.1229 1.1229
R1 1.1229 1.1229 1.1229 1.1229
PP 1.1229 1.1229 1.1229 1.1229
S1 1.1229 1.1229 1.1229 1.1229
S2 1.1229 1.1229 1.1229
S3 1.1229 1.1229 1.1229
S4 1.1229 1.1229 1.1229
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1768 1.1700 1.1340
R3 1.1566 1.1498 1.1285
R2 1.1364 1.1364 1.1266
R1 1.1296 1.1296 1.1248 1.1330
PP 1.1162 1.1162 1.1162 1.1179
S1 1.1094 1.1094 1.1210 1.1128
S2 1.0960 1.0960 1.1192
S3 1.0758 1.0892 1.1173
S4 1.0556 1.0690 1.1118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1229 1.1027 0.0202 1.8% 0.0005 0.0% 100% True False 1
10 1.1229 1.0986 0.0243 2.2% 0.0003 0.0% 100% True False 1
20 1.1229 1.0862 0.0367 3.3% 0.0004 0.0% 100% True False 1
40 1.1237 1.0862 0.0375 3.3% 0.0002 0.0% 98% False False 1
60 1.1237 1.0792 0.0445 4.0% 0.0001 0.0% 98% 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 1.1229
2.618 1.1229
1.618 1.1229
1.000 1.1229
0.618 1.1229
HIGH 1.1229
0.618 1.1229
0.500 1.1229
0.382 1.1229
LOW 1.1229
0.618 1.1229
1.000 1.1229
1.618 1.1229
2.618 1.1229
4.250 1.1229
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 1.1229 1.1208
PP 1.1229 1.1186
S1 1.1229 1.1165

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

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