CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 1.1293 1.1262 -0.0031 -0.3% 1.1344
High 1.1321 1.1304 -0.0017 -0.2% 1.1375
Low 1.1293 1.1262 -0.0031 -0.3% 1.1262
Close 1.1301 1.1293 -0.0008 -0.1% 1.1293
Range 0.0028 0.0042 0.0014 50.0% 0.0113
ATR 0.0045 0.0045 0.0000 -0.5% 0.0000
Volume 12 49 37 308.3% 165
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1412 1.1395 1.1316
R3 1.1370 1.1353 1.1305
R2 1.1328 1.1328 1.1301
R1 1.1311 1.1311 1.1297 1.1320
PP 1.1286 1.1286 1.1286 1.1291
S1 1.1269 1.1269 1.1289 1.1278
S2 1.1244 1.1244 1.1285
S3 1.1202 1.1227 1.1281
S4 1.1160 1.1185 1.1270
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1649 1.1584 1.1355
R3 1.1536 1.1471 1.1324
R2 1.1423 1.1423 1.1314
R1 1.1358 1.1358 1.1303 1.1334
PP 1.1310 1.1310 1.1310 1.1298
S1 1.1245 1.1245 1.1283 1.1221
S2 1.1197 1.1197 1.1272
S3 1.1084 1.1132 1.1262
S4 1.0971 1.1019 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1375 1.1262 0.0113 1.0% 0.0037 0.3% 27% False True 33
10 1.1470 1.1262 0.0208 1.8% 0.0029 0.3% 15% False True 23
20 1.1513 1.1262 0.0251 2.2% 0.0029 0.3% 12% False True 15
40 1.1513 1.1047 0.0466 4.1% 0.0019 0.2% 53% False False 37
60 1.1513 1.0994 0.0519 4.6% 0.0014 0.1% 58% False False 25
80 1.1513 1.0994 0.0519 4.6% 0.0010 0.1% 58% False False 19
100 1.1513 1.0875 0.0638 5.6% 0.0009 0.1% 66% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1483
2.618 1.1414
1.618 1.1372
1.000 1.1346
0.618 1.1330
HIGH 1.1304
0.618 1.1288
0.500 1.1283
0.382 1.1278
LOW 1.1262
0.618 1.1236
1.000 1.1220
1.618 1.1194
2.618 1.1152
4.250 1.1084
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 1.1290 1.1293
PP 1.1286 1.1293
S1 1.1283 1.1293

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

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