CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 1.1209 1.1241 0.0032 0.3% 1.1295
High 1.1230 1.1283 0.0053 0.5% 1.1358
Low 1.1209 1.1241 0.0032 0.3% 1.1209
Close 1.1227 1.1280 0.0053 0.5% 1.1227
Range 0.0021 0.0042 0.0021 100.0% 0.0149
ATR 0.0048 0.0049 0.0001 1.2% 0.0000
Volume 27 10 -17 -63.0% 204
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1394 1.1379 1.1303
R3 1.1352 1.1337 1.1292
R2 1.1310 1.1310 1.1288
R1 1.1295 1.1295 1.1284 1.1303
PP 1.1268 1.1268 1.1268 1.1272
S1 1.1253 1.1253 1.1276 1.1261
S2 1.1226 1.1226 1.1272
S3 1.1184 1.1211 1.1268
S4 1.1142 1.1169 1.1257
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% 0.0053 0.5% 48% False False 39
10 1.1358 1.1209 0.0149 1.3% 0.0043 0.4% 48% False False 37
20 1.1513 1.1209 0.0304 2.7% 0.0037 0.3% 23% False False 24
40 1.1513 1.1128 0.0385 3.4% 0.0027 0.2% 39% False False 42
60 1.1513 1.0994 0.0519 4.6% 0.0019 0.2% 55% False False 28
80 1.1513 1.0994 0.0519 4.6% 0.0014 0.1% 55% False False 21
100 1.1513 1.0924 0.0589 5.2% 0.0011 0.1% 60% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1462
2.618 1.1393
1.618 1.1351
1.000 1.1325
0.618 1.1309
HIGH 1.1283
0.618 1.1267
0.500 1.1262
0.382 1.1257
LOW 1.1241
0.618 1.1215
1.000 1.1199
1.618 1.1173
2.618 1.1131
4.250 1.1063
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 1.1274 1.1275
PP 1.1268 1.1269
S1 1.1262 1.1264

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

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