CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 1.1125 1.1164 0.0039 0.4% 1.1127
High 1.1125 1.1164 0.0039 0.4% 1.1164
Low 1.1125 1.1164 0.0039 0.4% 1.1083
Close 1.1125 1.1164 0.0039 0.4% 1.1164
Range
ATR 0.0048 0.0048 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Feb-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 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1380 1.1353 1.1209
R3 1.1299 1.1272 1.1186
R2 1.1218 1.1218 1.1179
R1 1.1191 1.1191 1.1171 1.1205
PP 1.1137 1.1137 1.1137 1.1144
S1 1.1110 1.1110 1.1157 1.1124
S2 1.1056 1.1056 1.1149
S3 1.0975 1.1029 1.1142
S4 1.0894 1.0948 1.1119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1164 1.1083 0.0081 0.7% 0.0000 0.0% 100% True False 2
10 1.1206 1.1047 0.0159 1.4% 0.0000 0.0% 74% False False 2
20 1.1206 1.0994 0.0212 1.9% 0.0003 0.0% 80% False False 1
40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 51% False False 1
60 1.1330 1.0924 0.0406 3.6% 0.0001 0.0% 59% 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 1.1164
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 07-Feb-2014
Pivot 1 day 3 day
R1 1.1164 1.1153
PP 1.1164 1.1141
S1 1.1164 1.1130

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

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