CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 1.1294 1.1209 -0.0085 -0.8% 1.1295
High 1.1318 1.1230 -0.0088 -0.8% 1.1358
Low 1.1219 1.1209 -0.0010 -0.1% 1.1209
Close 1.1234 1.1227 -0.0007 -0.1% 1.1227
Range 0.0099 0.0021 -0.0078 -78.8% 0.0149
ATR 0.0050 0.0048 -0.0002 -3.6% 0.0000
Volume 47 27 -20 -42.6% 204
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1285 1.1277 1.1239
R3 1.1264 1.1256 1.1233
R2 1.1243 1.1243 1.1231
R1 1.1235 1.1235 1.1229 1.1239
PP 1.1222 1.1222 1.1222 1.1224
S1 1.1214 1.1214 1.1225 1.1218
S2 1.1201 1.1201 1.1223
S3 1.1180 1.1193 1.1221
S4 1.1159 1.1172 1.1215
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1712 1.1618 1.1309
R3 1.1563 1.1469 1.1268
R2 1.1414 1.1414 1.1254
R1 1.1320 1.1320 1.1241 1.1293
PP 1.1265 1.1265 1.1265 1.1251
S1 1.1171 1.1171 1.1213 1.1144
S2 1.1116 1.1116 1.1200
S3 1.0967 1.1022 1.1186
S4 1.0818 1.0873 1.1145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1358 1.1209 0.0149 1.3% 0.0055 0.5% 12% False True 40
10 1.1375 1.1209 0.0166 1.5% 0.0046 0.4% 11% False True 36
20 1.1513 1.1209 0.0304 2.7% 0.0035 0.3% 6% False True 24
40 1.1513 1.1128 0.0385 3.4% 0.0026 0.2% 26% False False 41
60 1.1513 1.0994 0.0519 4.6% 0.0018 0.2% 45% False False 28
80 1.1513 1.0994 0.0519 4.6% 0.0014 0.1% 45% False False 21
100 1.1513 1.0903 0.0610 5.4% 0.0011 0.1% 53% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1319
2.618 1.1285
1.618 1.1264
1.000 1.1251
0.618 1.1243
HIGH 1.1230
0.618 1.1222
0.500 1.1220
0.382 1.1217
LOW 1.1209
0.618 1.1196
1.000 1.1188
1.618 1.1175
2.618 1.1154
4.250 1.1120
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 1.1225 1.1278
PP 1.1222 1.1261
S1 1.1220 1.1244

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

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