CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 1.1304 1.1330 0.0026 0.2% 1.1267
High 1.1304 1.1330 0.0026 0.2% 1.1310
Low 1.1304 1.1330 0.0026 0.2% 1.1267
Close 1.1304 1.1330 0.0026 0.2% 1.1268
Range
ATR 0.0036 0.0035 -0.0001 -2.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1330 1.1330 1.1330
R3 1.1330 1.1330 1.1330
R2 1.1330 1.1330 1.1330
R1 1.1330 1.1330 1.1330 1.1330
PP 1.1330 1.1330 1.1330 1.1330
S1 1.1330 1.1330 1.1330 1.1330
S2 1.1330 1.1330 1.1330
S3 1.1330 1.1330 1.1330
S4 1.1330 1.1330 1.1330
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1411 1.1382 1.1292
R3 1.1368 1.1339 1.1280
R2 1.1325 1.1325 1.1276
R1 1.1296 1.1296 1.1272 1.1311
PP 1.1282 1.1282 1.1282 1.1289
S1 1.1253 1.1253 1.1264 1.1268
S2 1.1239 1.1239 1.1260
S3 1.1196 1.1210 1.1256
S4 1.1153 1.1167 1.1244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1330 1.1268 0.0062 0.5% 0.0000 0.0% 100% True False 1
10 1.1330 1.1112 0.0218 1.9% 0.0000 0.0% 100% True False 1
20 1.1330 1.0924 0.0406 3.6% 0.0000 0.0% 100% True 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 1.1330
2.618 1.1330
1.618 1.1330
1.000 1.1330
0.618 1.1330
HIGH 1.1330
0.618 1.1330
0.500 1.1330
0.382 1.1330
LOW 1.1330
0.618 1.1330
1.000 1.1330
1.618 1.1330
2.618 1.1330
4.250 1.1330
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 1.1330 1.1320
PP 1.1330 1.1309
S1 1.1330 1.1299

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

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