CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 1.1204 1.1238 0.0034 0.3% 1.1172
High 1.1204 1.1238 0.0034 0.3% 1.1238
Low 1.1204 1.1238 0.0034 0.3% 1.1128
Close 1.1204 1.1238 0.0034 0.3% 1.1238
Range
ATR 0.0044 0.0044 -0.0001 -1.7% 0.0000
Volume 301 301 0 0.0% 855
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1238 1.1238 1.1238
R3 1.1238 1.1238 1.1238
R2 1.1238 1.1238 1.1238
R1 1.1238 1.1238 1.1238 1.1238
PP 1.1238 1.1238 1.1238 1.1238
S1 1.1238 1.1238 1.1238 1.1238
S2 1.1238 1.1238 1.1238
S3 1.1238 1.1238 1.1238
S4 1.1238 1.1238 1.1238
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1531 1.1495 1.1299
R3 1.1421 1.1385 1.1268
R2 1.1311 1.1311 1.1258
R1 1.1275 1.1275 1.1248 1.1293
PP 1.1201 1.1201 1.1201 1.1211
S1 1.1165 1.1165 1.1228 1.1183
S2 1.1091 1.1091 1.1218
S3 1.0981 1.1055 1.1208
S4 1.0871 1.0945 1.1178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1238 1.1128 0.0110 1.0% 0.0009 0.1% 100% True False 171
10 1.1238 1.1083 0.0155 1.4% 0.0005 0.0% 100% True False 86
20 1.1238 1.0994 0.0244 2.2% 0.0002 0.0% 100% True False 44
40 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 80% False False 22
60 1.1330 1.0924 0.0406 3.6% 0.0002 0.0% 77% False False 15
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1238
2.618 1.1238
1.618 1.1238
1.000 1.1238
0.618 1.1238
HIGH 1.1238
0.618 1.1238
0.500 1.1238
0.382 1.1238
LOW 1.1238
0.618 1.1238
1.000 1.1238
1.618 1.1238
2.618 1.1238
4.250 1.1238
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 1.1238 1.1220
PP 1.1238 1.1201
S1 1.1238 1.1183

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

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