CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 1.1316 1.1198 -0.0118 -1.0% 1.1254
High 1.1316 1.1198 -0.0118 -1.0% 1.1299
Low 1.1262 1.1148 -0.0114 -1.0% 1.1254
Close 1.1282 1.1148 -0.0134 -1.2% 1.1256
Range 0.0054 0.0050 -0.0004 -7.4% 0.0045
ATR 0.0038 0.0045 0.0007 18.3% 0.0000
Volume 1 12 11 1,100.0% 5
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1315 1.1281 1.1176
R3 1.1265 1.1231 1.1162
R2 1.1215 1.1215 1.1157
R1 1.1181 1.1181 1.1153 1.1173
PP 1.1165 1.1165 1.1165 1.1161
S1 1.1131 1.1131 1.1143 1.1123
S2 1.1115 1.1115 1.1139
S3 1.1065 1.1081 1.1134
S4 1.1015 1.1031 1.1121
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 1.1323 1.1148 0.0175 1.6% 0.0022 0.2% 0% False True 3
10 1.1323 1.1148 0.0175 1.6% 0.0011 0.1% 0% False True 2
20 1.1323 1.0949 0.0374 3.4% 0.0007 0.1% 53% False False 1
40 1.1323 1.0862 0.0461 4.1% 0.0005 0.0% 62% False False 1
60 1.1323 1.0862 0.0461 4.1% 0.0003 0.0% 62% 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 1.1411
2.618 1.1329
1.618 1.1279
1.000 1.1248
0.618 1.1229
HIGH 1.1198
0.618 1.1179
0.500 1.1173
0.382 1.1167
LOW 1.1148
0.618 1.1117
1.000 1.1098
1.618 1.1067
2.618 1.1017
4.250 1.0936
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 1.1173 1.1236
PP 1.1165 1.1206
S1 1.1156 1.1177

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

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