CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.0994 1.1167 0.0173 1.6% 1.1082
High 1.0994 1.1167 0.0173 1.6% 1.1144
Low 1.0994 1.1167 0.0173 1.6% 1.0997
Close 1.0994 1.1167 0.0173 1.6% 1.0997
Range
ATR 0.0044 0.0053 0.0009 20.8% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1167 1.1167 1.1167
R3 1.1167 1.1167 1.1167
R2 1.1167 1.1167 1.1167
R1 1.1167 1.1167 1.1167 1.1167
PP 1.1167 1.1167 1.1167 1.1167
S1 1.1167 1.1167 1.1167 1.1167
S2 1.1167 1.1167 1.1167
S3 1.1167 1.1167 1.1167
S4 1.1167 1.1167 1.1167
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1487 1.1389 1.1078
R3 1.1340 1.1242 1.1037
R2 1.1193 1.1193 1.1024
R1 1.1095 1.1095 1.1010 1.1071
PP 1.1046 1.1046 1.1046 1.1034
S1 1.0948 1.0948 1.0984 1.0924
S2 1.0899 1.0899 1.0970
S3 1.0752 1.0801 1.0957
S4 1.0605 1.0654 1.0916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1167 1.0994 0.0173 1.5% 0.0000 0.0% 100% True False 1
10 1.1167 1.0994 0.0173 1.5% 0.0006 0.1% 100% True False 1
20 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 57% False False 1
40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 51% False False 1
60 1.1330 1.0875 0.0455 4.1% 0.0003 0.0% 64% 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 1.1167
2.618 1.1167
1.618 1.1167
1.000 1.1167
0.618 1.1167
HIGH 1.1167
0.618 1.1167
0.500 1.1167
0.382 1.1167
LOW 1.1167
0.618 1.1167
1.000 1.1167
1.618 1.1167
2.618 1.1167
4.250 1.1167
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.1167 1.1138
PP 1.1167 1.1109
S1 1.1167 1.1081

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

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