CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 1.1343 1.1285 -0.0058 -0.5% 1.1261
High 1.1343 1.1285 -0.0058 -0.5% 1.1409
Low 1.1290 1.1285 -0.0005 0.0% 1.1230
Close 1.1290 1.1285 -0.0005 0.0% 1.1409
Range 0.0053 0.0000 -0.0053 -100.0% 0.0179
ATR 0.0048 0.0045 -0.0003 -6.4% 0.0000
Volume 3 3 0 0.0% 6
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1285 1.1285 1.1285
R3 1.1285 1.1285 1.1285
R2 1.1285 1.1285 1.1285
R1 1.1285 1.1285 1.1285 1.1285
PP 1.1285 1.1285 1.1285 1.1285
S1 1.1285 1.1285 1.1285 1.1285
S2 1.1285 1.1285 1.1285
S3 1.1285 1.1285 1.1285
S4 1.1285 1.1285 1.1285
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1886 1.1827 1.1507
R3 1.1707 1.1648 1.1458
R2 1.1528 1.1528 1.1442
R1 1.1469 1.1469 1.1425 1.1499
PP 1.1349 1.1349 1.1349 1.1364
S1 1.1290 1.1290 1.1393 1.1320
S2 1.1170 1.1170 1.1376
S3 1.0991 1.1111 1.1360
S4 1.0812 1.0932 1.1311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1409 1.1279 0.0130 1.2% 0.0022 0.2% 5% False False 2
10 1.1409 1.1230 0.0179 1.6% 0.0016 0.1% 31% False False 2
20 1.1409 1.1095 0.0314 2.8% 0.0011 0.1% 61% False False 59
40 1.1409 1.0994 0.0415 3.7% 0.0007 0.1% 70% False False 30
60 1.1409 1.0994 0.0415 3.7% 0.0005 0.0% 70% False False 20
80 1.1409 1.0875 0.0534 4.7% 0.0005 0.0% 77% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1285
2.618 1.1285
1.618 1.1285
1.000 1.1285
0.618 1.1285
HIGH 1.1285
0.618 1.1285
0.500 1.1285
0.382 1.1285
LOW 1.1285
0.618 1.1285
1.000 1.1285
1.618 1.1285
2.618 1.1285
4.250 1.1285
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 1.1285 1.1314
PP 1.1285 1.1304
S1 1.1285 1.1295

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

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