CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1.1027 1.1077 0.0050 0.5% 1.1087
High 1.1027 1.1077 0.0050 0.5% 1.1095
Low 1.1027 1.1077 0.0050 0.5% 1.1006
Close 1.1027 1.1077 0.0050 0.5% 1.1095
Range
ATR 0.0046 0.0047 0.0000 0.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1077 1.1077 1.1077
R3 1.1077 1.1077 1.1077
R2 1.1077 1.1077 1.1077
R1 1.1077 1.1077 1.1077 1.1077
PP 1.1077 1.1077 1.1077 1.1077
S1 1.1077 1.1077 1.1077 1.1077
S2 1.1077 1.1077 1.1077
S3 1.1077 1.1077 1.1077
S4 1.1077 1.1077 1.1077
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1332 1.1303 1.1144
R3 1.1243 1.1214 1.1119
R2 1.1154 1.1154 1.1111
R1 1.1125 1.1125 1.1103 1.1140
PP 1.1065 1.1065 1.1065 1.1073
S1 1.1036 1.1036 1.1087 1.1051
S2 1.0976 1.0976 1.1079
S3 1.0887 1.0947 1.1071
S4 1.0798 1.0858 1.1046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1144 1.1027 0.0117 1.1% 0.0012 0.1% 43% False False 1
10 1.1144 1.1006 0.0138 1.2% 0.0006 0.1% 51% False False 1
20 1.1298 1.1006 0.0292 2.6% 0.0003 0.0% 24% False False 1
40 1.1330 1.0924 0.0406 3.7% 0.0002 0.0% 38% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1077
2.618 1.1077
1.618 1.1077
1.000 1.1077
0.618 1.1077
HIGH 1.1077
0.618 1.1077
0.500 1.1077
0.382 1.1077
LOW 1.1077
0.618 1.1077
1.000 1.1077
1.618 1.1077
2.618 1.1077
4.250 1.1077
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1.1077 1.1073
PP 1.1077 1.1068
S1 1.1077 1.1064

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

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