CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 1.1263 1.1256 -0.0007 -0.1% 1.1254
High 1.1263 1.1256 -0.0007 -0.1% 1.1299
Low 1.1263 1.1256 -0.0007 -0.1% 1.1254
Close 1.1263 1.1256 -0.0007 -0.1% 1.1256
Range
ATR 0.0039 0.0037 -0.0002 -5.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1256 1.1256 1.1256
R3 1.1256 1.1256 1.1256
R2 1.1256 1.1256 1.1256
R1 1.1256 1.1256 1.1256 1.1256
PP 1.1256 1.1256 1.1256 1.1256
S1 1.1256 1.1256 1.1256 1.1256
S2 1.1256 1.1256 1.1256
S3 1.1256 1.1256 1.1256
S4 1.1256 1.1256 1.1256
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1405 1.1375 1.1281
R3 1.1360 1.1330 1.1268
R2 1.1315 1.1315 1.1264
R1 1.1285 1.1285 1.1260 1.1300
PP 1.1270 1.1270 1.1270 1.1277
S1 1.1240 1.1240 1.1252 1.1255
S2 1.1225 1.1225 1.1248
S3 1.1180 1.1195 1.1244
S4 1.1135 1.1150 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1254 0.0045 0.4% 0.0000 0.0% 4% False False 1
10 1.1299 1.1027 0.0272 2.4% 0.0003 0.0% 84% False False 1
20 1.1299 1.0912 0.0387 3.4% 0.0001 0.0% 89% False False 1
40 1.1299 1.0862 0.0437 3.9% 0.0002 0.0% 90% False False 1
60 1.1299 1.0862 0.0437 3.9% 0.0001 0.0% 90% 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 1.1256
2.618 1.1256
1.618 1.1256
1.000 1.1256
0.618 1.1256
HIGH 1.1256
0.618 1.1256
0.500 1.1256
0.382 1.1256
LOW 1.1256
0.618 1.1256
1.000 1.1256
1.618 1.1256
2.618 1.1256
4.250 1.1256
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 1.1256 1.1278
PP 1.1256 1.1270
S1 1.1256 1.1263

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

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