CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 1.1160 1.1150 -0.0010 -0.1% 1.0967
High 1.1160 1.1153 -0.0007 -0.1% 1.1237
Low 1.1147 1.1123 -0.0024 -0.2% 1.0946
Close 1.1159 1.1153 -0.0006 -0.1% 1.1187
Range 0.0013 0.0030 0.0017 130.8% 0.0291
ATR 0.0068 0.0066 -0.0002 -3.4% 0.0000
Volume 113 15 -98 -86.7% 70
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1233 1.1223 1.1170
R3 1.1203 1.1193 1.1161
R2 1.1173 1.1173 1.1159
R1 1.1163 1.1163 1.1156 1.1168
PP 1.1143 1.1143 1.1143 1.1146
S1 1.1133 1.1133 1.1150 1.1138
S2 1.1113 1.1113 1.1148
S3 1.1083 1.1103 1.1145
S4 1.1053 1.1073 1.1137
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 1.0958 0.0279 2.5% 0.0073 0.7% 70% False False 35
10 1.1237 1.0946 0.0291 2.6% 0.0060 0.5% 71% False False 45
20 1.1287 1.0946 0.0341 3.1% 0.0060 0.5% 61% False False 37
40 1.1323 1.0946 0.0377 3.4% 0.0039 0.4% 55% False False 21
60 1.1323 1.0862 0.0461 4.1% 0.0027 0.2% 63% False False 14
80 1.1323 1.0862 0.0461 4.1% 0.0020 0.2% 63% False False 11
100 1.1323 1.0615 0.0708 6.3% 0.0016 0.1% 76% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1281
2.618 1.1232
1.618 1.1202
1.000 1.1183
0.618 1.1172
HIGH 1.1153
0.618 1.1142
0.500 1.1138
0.382 1.1134
LOW 1.1123
0.618 1.1104
1.000 1.1093
1.618 1.1074
2.618 1.1044
4.250 1.0996
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 1.1148 1.1180
PP 1.1143 1.1171
S1 1.1138 1.1162

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

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