CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1.1230 1.1279 0.0049 0.4% 1.1285
High 1.1243 1.1279 0.0036 0.3% 1.1296
Low 1.1230 1.1279 0.0049 0.4% 1.1267
Close 1.1243 1.1279 0.0036 0.3% 1.1296
Range 0.0013 0.0000 -0.0013 -100.0% 0.0029
ATR 0.0040 0.0040 0.0000 -0.8% 0.0000
Volume 1 1 0 0.0% 307
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1279 1.1279 1.1279
R3 1.1279 1.1279 1.1279
R2 1.1279 1.1279 1.1279
R1 1.1279 1.1279 1.1279 1.1279
PP 1.1279 1.1279 1.1279 1.1279
S1 1.1279 1.1279 1.1279 1.1279
S2 1.1279 1.1279 1.1279
S3 1.1279 1.1279 1.1279
S4 1.1279 1.1279 1.1279
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1373 1.1364 1.1312
R3 1.1344 1.1335 1.1304
R2 1.1315 1.1315 1.1301
R1 1.1306 1.1306 1.1299 1.1311
PP 1.1286 1.1286 1.1286 1.1289
S1 1.1277 1.1277 1.1293 1.1282
S2 1.1257 1.1257 1.1291
S3 1.1228 1.1248 1.1288
S4 1.1199 1.1219 1.1280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1296 1.1230 0.0066 0.6% 0.0004 0.0% 74% False False 1
10 1.1296 1.1204 0.0092 0.8% 0.0007 0.1% 82% False False 91
20 1.1296 1.1047 0.0249 2.2% 0.0006 0.0% 93% False False 59
40 1.1296 1.0994 0.0302 2.7% 0.0004 0.0% 94% False False 30
60 1.1330 1.0994 0.0336 3.0% 0.0003 0.0% 85% False False 20
80 1.1330 1.0875 0.0455 4.0% 0.0003 0.0% 89% False False 15
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1279
2.618 1.1279
1.618 1.1279
1.000 1.1279
0.618 1.1279
HIGH 1.1279
0.618 1.1279
0.500 1.1279
0.382 1.1279
LOW 1.1279
0.618 1.1279
1.000 1.1279
1.618 1.1279
2.618 1.1279
4.250 1.1279
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1.1279 1.1273
PP 1.1279 1.1268
S1 1.1279 1.1262

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

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