CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 1.1171 1.1164 -0.0007 -0.1% 1.1010
High 1.1171 1.1164 -0.0007 -0.1% 1.1199
Low 1.1171 1.1164 -0.0007 -0.1% 1.0994
Close 1.1171 1.1164 -0.0007 -0.1% 1.1199
Range
ATR 0.0050 0.0047 -0.0003 -6.1% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1164 1.1164 1.1164
R3 1.1164 1.1164 1.1164
R2 1.1164 1.1164 1.1164
R1 1.1164 1.1164 1.1164 1.1164
PP 1.1164 1.1164 1.1164 1.1164
S1 1.1164 1.1164 1.1164 1.1164
S2 1.1164 1.1164 1.1164
S3 1.1164 1.1164 1.1164
S4 1.1164 1.1164 1.1164
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% 83% False False 2
10 1.1199 1.0994 0.0205 1.8% 0.0000 0.0% 83% False False 1
20 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 56% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1164
2.618 1.1164
1.618 1.1164
1.000 1.1164
0.618 1.1164
HIGH 1.1164
0.618 1.1164
0.500 1.1164
0.382 1.1164
LOW 1.1164
0.618 1.1164
1.000 1.1164
1.618 1.1164
2.618 1.1164
4.250 1.1164
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 1.1164 1.1182
PP 1.1164 1.1176
S1 1.1164 1.1170

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

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