CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 1.1083 1.1095 0.0012 0.1% 1.1171
High 1.1083 1.1095 0.0012 0.1% 1.1206
Low 1.1083 1.1095 0.0012 0.1% 1.1047
Close 1.1083 1.1095 0.0012 0.1% 1.1047
Range
ATR 0.0053 0.0050 -0.0003 -5.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1095 1.1095 1.1095
R3 1.1095 1.1095 1.1095
R2 1.1095 1.1095 1.1095
R1 1.1095 1.1095 1.1095 1.1095
PP 1.1095 1.1095 1.1095 1.1095
S1 1.1095 1.1095 1.1095 1.1095
S2 1.1095 1.1095 1.1095
S3 1.1095 1.1095 1.1095
S4 1.1095 1.1095 1.1095
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1577 1.1471 1.1134
R3 1.1418 1.1312 1.1091
R2 1.1259 1.1259 1.1076
R1 1.1153 1.1153 1.1062 1.1127
PP 1.1100 1.1100 1.1100 1.1087
S1 1.0994 1.0994 1.1032 1.0968
S2 1.0941 1.0941 1.1018
S3 1.0782 1.0835 1.1003
S4 1.0623 1.0676 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1127 1.1047 0.0080 0.7% 0.0000 0.0% 60% False False 2
10 1.1206 1.1047 0.0159 1.4% 0.0000 0.0% 30% False False 2
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% 0.0002 0.0% 48% 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 1.1095
2.618 1.1095
1.618 1.1095
1.000 1.1095
0.618 1.1095
HIGH 1.1095
0.618 1.1095
0.500 1.1095
0.382 1.1095
LOW 1.1095
0.618 1.1095
1.000 1.1095
1.618 1.1095
2.618 1.1095
4.250 1.1095
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 1.1095 1.1105
PP 1.1095 1.1102
S1 1.1095 1.1098

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

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