CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 1.1211 1.1191 -0.0020 -0.2% 1.1304
High 1.1211 1.1191 -0.0020 -0.2% 1.1330
Low 1.1211 1.1191 -0.0020 -0.2% 1.1159
Close 1.1211 1.1191 -0.0020 -0.2% 1.1193
Range
ATR 0.0040 0.0039 -0.0001 -3.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1191 1.1191 1.1191
R3 1.1191 1.1191 1.1191
R2 1.1191 1.1191 1.1191
R1 1.1191 1.1191 1.1191 1.1191
PP 1.1191 1.1191 1.1191 1.1191
S1 1.1191 1.1191 1.1191 1.1191
S2 1.1191 1.1191 1.1191
S3 1.1191 1.1191 1.1191
S4 1.1191 1.1191 1.1191
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1740 1.1638 1.1287
R3 1.1569 1.1467 1.1240
R2 1.1398 1.1398 1.1224
R1 1.1296 1.1296 1.1209 1.1262
PP 1.1227 1.1227 1.1227 1.1210
S1 1.1125 1.1125 1.1177 1.1091
S2 1.1056 1.1056 1.1162
S3 1.0885 1.0954 1.1146
S4 1.0714 1.0783 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1294 1.1159 0.0135 1.2% 0.0000 0.0% 24% False False 1
10 1.1330 1.1159 0.0171 1.5% 0.0000 0.0% 19% False False 1
20 1.1330 1.1039 0.0291 2.6% 0.0000 0.0% 52% False False 1
40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 69% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1191
2.618 1.1191
1.618 1.1191
1.000 1.1191
0.618 1.1191
HIGH 1.1191
0.618 1.1191
0.500 1.1191
0.382 1.1191
LOW 1.1191
0.618 1.1191
1.000 1.1191
1.618 1.1191
2.618 1.1191
4.250 1.1191
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 1.1191 1.1201
PP 1.1191 1.1198
S1 1.1191 1.1194

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

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