CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 1.1206 1.1096 -0.0110 -1.0% 1.1010
High 1.1206 1.1096 -0.0110 -1.0% 1.1199
Low 1.1206 1.1096 -0.0110 -1.0% 1.0994
Close 1.1206 1.1096 -0.0110 -1.0% 1.1199
Range
ATR 0.0047 0.0051 0.0005 9.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1096 1.1096 1.1096
R3 1.1096 1.1096 1.1096
R2 1.1096 1.1096 1.1096
R1 1.1096 1.1096 1.1096 1.1096
PP 1.1096 1.1096 1.1096 1.1096
S1 1.1096 1.1096 1.1096 1.1096
S2 1.1096 1.1096 1.1096
S3 1.1096 1.1096 1.1096
S4 1.1096 1.1096 1.1096
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 1.1206 1.1096 0.0110 1.0% 0.0000 0.0% 0% False True 2
10 1.1206 1.0994 0.0212 1.9% 0.0000 0.0% 48% False False 1
20 1.1206 1.0994 0.0212 1.9% 0.0003 0.0% 48% False False 1
40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 30% False False 1
60 1.1330 1.0875 0.0455 4.1% 0.0003 0.0% 49% 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 1.1096
2.618 1.1096
1.618 1.1096
1.000 1.1096
0.618 1.1096
HIGH 1.1096
0.618 1.1096
0.500 1.1096
0.382 1.1096
LOW 1.1096
0.618 1.1096
1.000 1.1096
1.618 1.1096
2.618 1.1096
4.250 1.1096
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 1.1096 1.1151
PP 1.1096 1.1133
S1 1.1096 1.1114

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

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