CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 1.0967 1.0995 0.0028 0.3% 1.1109
High 1.0999 1.0995 -0.0004 0.0% 1.1133
Low 1.0946 1.0979 0.0033 0.3% 1.0987
Close 1.0999 1.0983 -0.0016 -0.1% 1.0987
Range 0.0053 0.0016 -0.0037 -69.8% 0.0146
ATR 0.0061 0.0058 -0.0003 -4.8% 0.0000
Volume 23 10 -13 -56.5% 281
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1034 1.1024 1.0992
R3 1.1018 1.1008 1.0987
R2 1.1002 1.1002 1.0986
R1 1.0992 1.0992 1.0984 1.0989
PP 1.0986 1.0986 1.0986 1.0984
S1 1.0976 1.0976 1.0982 1.0973
S2 1.0970 1.0970 1.0980
S3 1.0954 1.0960 1.0979
S4 1.0938 1.0944 1.0974
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1474 1.1376 1.1067
R3 1.1328 1.1230 1.1027
R2 1.1182 1.1182 1.1014
R1 1.1084 1.1084 1.1000 1.1060
PP 1.1036 1.1036 1.1036 1.1024
S1 1.0938 1.0938 1.0974 1.0914
S2 1.0890 1.0890 1.0960
S3 1.0744 1.0792 1.0947
S4 1.0598 1.0646 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1081 1.0946 0.0135 1.2% 0.0046 0.4% 27% False False 35
10 1.1133 1.0946 0.0187 1.7% 0.0050 0.5% 20% False False 39
20 1.1300 1.0946 0.0354 3.2% 0.0051 0.5% 10% False False 31
40 1.1323 1.0946 0.0377 3.4% 0.0031 0.3% 10% False False 17
60 1.1323 1.0862 0.0461 4.2% 0.0021 0.2% 26% False False 11
80 1.1323 1.0862 0.0461 4.2% 0.0016 0.1% 26% False False 9
100 1.1323 1.0615 0.0708 6.4% 0.0013 0.1% 52% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1063
2.618 1.1037
1.618 1.1021
1.000 1.1011
0.618 1.1005
HIGH 1.0995
0.618 1.0989
0.500 1.0987
0.382 1.0985
LOW 1.0979
0.618 1.0969
1.000 1.0963
1.618 1.0953
2.618 1.0937
4.250 1.0911
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 1.0987 1.0997
PP 1.0986 1.0992
S1 1.0984 1.0988

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

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