CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 1.1177 1.1133 -0.0044 -0.4% 1.1127
High 1.1177 1.1153 -0.0024 -0.2% 1.1164
Low 1.1156 1.1128 -0.0028 -0.3% 1.1083
Close 1.1156 1.1128 -0.0028 -0.3% 1.1164
Range 0.0021 0.0025 0.0004 19.0% 0.0081
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 2 249 247 12,350.0% 10
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1211 1.1195 1.1142
R3 1.1186 1.1170 1.1135
R2 1.1161 1.1161 1.1133
R1 1.1145 1.1145 1.1130 1.1141
PP 1.1136 1.1136 1.1136 1.1134
S1 1.1120 1.1120 1.1126 1.1116
S2 1.1111 1.1111 1.1123
S3 1.1086 1.1095 1.1121
S4 1.1061 1.1070 1.1114
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 1.1177 1.1125 0.0052 0.5% 0.0009 0.1% 6% False False 51
10 1.1177 1.1047 0.0130 1.2% 0.0005 0.0% 62% False False 26
20 1.1206 1.0994 0.0212 1.9% 0.0002 0.0% 63% False False 14
40 1.1330 1.0994 0.0336 3.0% 0.0003 0.0% 40% False False 7
60 1.1330 1.0924 0.0406 3.6% 0.0002 0.0% 50% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1218
1.618 1.1193
1.000 1.1178
0.618 1.1168
HIGH 1.1153
0.618 1.1143
0.500 1.1141
0.382 1.1138
LOW 1.1128
0.618 1.1113
1.000 1.1103
1.618 1.1088
2.618 1.1063
4.250 1.1022
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 1.1141 1.1153
PP 1.1136 1.1144
S1 1.1132 1.1136

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

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