CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1.1199 1.1171 -0.0028 -0.3% 1.1010
High 1.1199 1.1171 -0.0028 -0.3% 1.1199
Low 1.1199 1.1171 -0.0028 -0.3% 1.0994
Close 1.1199 1.1171 -0.0028 -0.3% 1.1199
Range
ATR 0.0052 0.0050 -0.0002 -3.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1171 1.1171 1.1171
R3 1.1171 1.1171 1.1171
R2 1.1171 1.1171 1.1171
R1 1.1171 1.1171 1.1171 1.1171
PP 1.1171 1.1171 1.1171 1.1171
S1 1.1171 1.1171 1.1171 1.1171
S2 1.1171 1.1171 1.1171
S3 1.1171 1.1171 1.1171
S4 1.1171 1.1171 1.1171
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1746 1.1677 1.1312
R3 1.1541 1.1472 1.1255
R2 1.1336 1.1336 1.1237
R1 1.1267 1.1267 1.1218 1.1302
PP 1.1131 1.1131 1.1131 1.1148
S1 1.1062 1.1062 1.1180 1.1097
S2 1.0926 1.0926 1.1161
S3 1.0721 1.0857 1.1143
S4 1.0516 1.0652 1.1086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.0994 0.0205 1.8% 0.0000 0.0% 86% False False 2
10 1.1199 1.0994 0.0205 1.8% 0.0006 0.1% 86% False False 1
20 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 58% False False 1
40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 53% False False 1
60 1.1330 1.0875 0.0455 4.1% 0.0003 0.0% 65% 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 1.1171
2.618 1.1171
1.618 1.1171
1.000 1.1171
0.618 1.1171
HIGH 1.1171
0.618 1.1171
0.500 1.1171
0.382 1.1171
LOW 1.1171
0.618 1.1171
1.000 1.1171
1.618 1.1171
2.618 1.1171
4.250 1.1171
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1.1171 1.1183
PP 1.1171 1.1179
S1 1.1171 1.1175

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

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