CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1.1150 1.1160 0.0010 0.1% 1.0967
High 1.1237 1.1160 -0.0077 -0.7% 1.1237
Low 1.1130 1.1147 0.0017 0.2% 1.0946
Close 1.1187 1.1159 -0.0028 -0.3% 1.1187
Range 0.0107 0.0013 -0.0094 -87.9% 0.0291
ATR 0.0071 0.0068 -0.0002 -3.1% 0.0000
Volume 24 113 89 370.8% 70
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1194 1.1190 1.1166
R3 1.1181 1.1177 1.1163
R2 1.1168 1.1168 1.1161
R1 1.1164 1.1164 1.1160 1.1160
PP 1.1155 1.1155 1.1155 1.1153
S1 1.1151 1.1151 1.1158 1.1147
S2 1.1142 1.1142 1.1157
S3 1.1129 1.1138 1.1155
S4 1.1116 1.1125 1.1152
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1996 1.1883 1.1347
R3 1.1705 1.1592 1.1267
R2 1.1414 1.1414 1.1240
R1 1.1301 1.1301 1.1214 1.1358
PP 1.1123 1.1123 1.1123 1.1152
S1 1.1010 1.1010 1.1160 1.1067
S2 1.0832 1.0832 1.1134
S3 1.0541 1.0719 1.1107
S4 1.0250 1.0428 1.1027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.0946 0.0291 2.6% 0.0077 0.7% 73% False False 36
10 1.1237 1.0946 0.0291 2.6% 0.0063 0.6% 73% False False 46
20 1.1300 1.0946 0.0354 3.2% 0.0064 0.6% 60% False False 37
40 1.1323 1.0946 0.0377 3.4% 0.0038 0.3% 56% False False 20
60 1.1323 1.0862 0.0461 4.1% 0.0027 0.2% 64% False False 14
80 1.1323 1.0862 0.0461 4.1% 0.0020 0.2% 64% False False 10
100 1.1323 1.0615 0.0708 6.3% 0.0016 0.1% 77% False False 8
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 0.0007
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.1194
1.618 1.1181
1.000 1.1173
0.618 1.1168
HIGH 1.1160
0.618 1.1155
0.500 1.1154
0.382 1.1152
LOW 1.1147
0.618 1.1139
1.000 1.1134
1.618 1.1126
2.618 1.1113
4.250 1.1092
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1.1157 1.1139
PP 1.1155 1.1118
S1 1.1154 1.1098

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

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