CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 1.1244 1.1233 -0.0011 -0.1% 1.1291
High 1.1244 1.1239 -0.0005 0.0% 1.1293
Low 1.1224 1.1222 -0.0002 0.0% 1.1178
Close 1.1226 1.1226 0.0000 0.0% 1.1226
Range 0.0020 0.0017 -0.0003 -15.0% 0.0115
ATR 0.0050 0.0048 -0.0002 -4.7% 0.0000
Volume 152 43 -109 -71.7% 490
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 1.1280 1.1270 1.1235
R3 1.1263 1.1253 1.1231
R2 1.1246 1.1246 1.1229
R1 1.1236 1.1236 1.1228 1.1233
PP 1.1229 1.1229 1.1229 1.1227
S1 1.1219 1.1219 1.1224 1.1216
S2 1.1212 1.1212 1.1223
S3 1.1195 1.1202 1.1221
S4 1.1178 1.1185 1.1217
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.1577 1.1517 1.1289
R3 1.1462 1.1402 1.1258
R2 1.1347 1.1347 1.1247
R1 1.1287 1.1287 1.1237 1.1260
PP 1.1232 1.1232 1.1232 1.1219
S1 1.1172 1.1172 1.1215 1.1145
S2 1.1117 1.1117 1.1205
S3 1.1002 1.1057 1.1194
S4 1.0887 1.0942 1.1163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1280 1.1178 0.0102 0.9% 0.0037 0.3% 47% False False 92
10 1.1503 1.1178 0.0325 2.9% 0.0050 0.4% 15% False False 75
20 1.1503 1.1178 0.0325 2.9% 0.0044 0.4% 15% False False 54
40 1.1503 1.1178 0.0325 2.9% 0.0045 0.4% 15% False False 52
60 1.1513 1.1178 0.0335 3.0% 0.0038 0.3% 14% False False 37
80 1.1513 1.1047 0.0466 4.2% 0.0030 0.3% 38% False False 42
100 1.1513 1.0994 0.0519 4.6% 0.0024 0.2% 45% False False 34
120 1.1513 1.0994 0.0519 4.6% 0.0020 0.2% 45% False False 28
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1311
2.618 1.1284
1.618 1.1267
1.000 1.1256
0.618 1.1250
HIGH 1.1239
0.618 1.1233
0.500 1.1231
0.382 1.1228
LOW 1.1222
0.618 1.1211
1.000 1.1205
1.618 1.1194
2.618 1.1177
4.250 1.1150
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 1.1231 1.1224
PP 1.1229 1.1223
S1 1.1228 1.1221

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

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