CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 1.1254 1.1293 0.0039 0.3% 1.1027
High 1.1254 1.1293 0.0039 0.3% 1.1229
Low 1.1254 1.1293 0.0039 0.3% 1.1027
Close 1.1254 1.1293 0.0039 0.3% 1.1229
Range
ATR 0.0042 0.0042 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1293 1.1293 1.1293
R3 1.1293 1.1293 1.1293
R2 1.1293 1.1293 1.1293
R1 1.1293 1.1293 1.1293 1.1293
PP 1.1293 1.1293 1.1293 1.1293
S1 1.1293 1.1293 1.1293 1.1293
S2 1.1293 1.1293 1.1293
S3 1.1293 1.1293 1.1293
S4 1.1293 1.1293 1.1293
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 1.1293 1.1100 0.0193 1.7% 0.0003 0.0% 100% True False 1
10 1.1293 1.1027 0.0266 2.4% 0.0003 0.0% 100% True False 1
20 1.1293 1.0912 0.0381 3.4% 0.0001 0.0% 100% True False 1
40 1.1293 1.0862 0.0431 3.8% 0.0002 0.0% 100% True False 1
60 1.1293 1.0830 0.0463 4.1% 0.0001 0.0% 100% True 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 1.1293
2.618 1.1293
1.618 1.1293
1.000 1.1293
0.618 1.1293
HIGH 1.1293
0.618 1.1293
0.500 1.1293
0.382 1.1293
LOW 1.1293
0.618 1.1293
1.000 1.1293
1.618 1.1293
2.618 1.1293
4.250 1.1293
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 1.1293 1.1282
PP 1.1293 1.1272
S1 1.1293 1.1261

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

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