CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 1.1256 1.1292 0.0036 0.3% 1.1254
High 1.1256 1.1292 0.0036 0.3% 1.1299
Low 1.1256 1.1292 0.0036 0.3% 1.1254
Close 1.1256 1.1292 0.0036 0.3% 1.1256
Range
ATR 0.0037 0.0037 0.0000 -0.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1292 1.1292 1.1292
R3 1.1292 1.1292 1.1292
R2 1.1292 1.1292 1.1292
R1 1.1292 1.1292 1.1292 1.1292
PP 1.1292 1.1292 1.1292 1.1292
S1 1.1292 1.1292 1.1292 1.1292
S2 1.1292 1.1292 1.1292
S3 1.1292 1.1292 1.1292
S4 1.1292 1.1292 1.1292
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 1.1256 0.0043 0.4% 0.0000 0.0% 84% False False 1
10 1.1299 1.1075 0.0224 2.0% 0.0003 0.0% 97% False False 1
20 1.1299 1.0912 0.0387 3.4% 0.0001 0.0% 98% False False 1
40 1.1299 1.0862 0.0437 3.9% 0.0002 0.0% 98% False False 1
60 1.1299 1.0862 0.0437 3.9% 0.0001 0.0% 98% 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 1.1292
2.618 1.1292
1.618 1.1292
1.000 1.1292
0.618 1.1292
HIGH 1.1292
0.618 1.1292
0.500 1.1292
0.382 1.1292
LOW 1.1292
0.618 1.1292
1.000 1.1292
1.618 1.1292
2.618 1.1292
4.250 1.1292
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 1.1292 1.1286
PP 1.1292 1.1280
S1 1.1292 1.1274

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

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