CME Swiss Franc Future December 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	1.1169	1.1140	-0.0029	-0.3%	1.1070
High	1.1169	1.1140	-0.0029	-0.3%	1.1176
Low	1.1169	1.1140	-0.0029	-0.3%	1.1070
Close	1.1169	1.1140	-0.0029	-0.3%	1.1176
Range
ATR
Volume	1	1	0	0.0%	14

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1140	1.1140	1.1140
R3	1.1140	1.1140	1.1140
R2	1.1140	1.1140	1.1140
R1	1.1140	1.1140	1.1140	1.1140
PP	1.1140	1.1140	1.1140	1.1140
S1	1.1140	1.1140	1.1140	1.1140
S2	1.1140	1.1140	1.1140
S3	1.1140	1.1140	1.1140
S4	1.1140	1.1140	1.1140

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1459	1.1423	1.1234
R3	1.1353	1.1317	1.1205
R2	1.1247	1.1247	1.1195
R1	1.1211	1.1211	1.1186	1.1229
PP	1.1141	1.1141	1.1141	1.1150
S1	1.1105	1.1105	1.1166	1.1123
S2	1.1035	1.1035	1.1157
S3	1.0929	1.0999	1.1147
S4	1.0823	1.0893	1.1118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1184	1.1130	0.0054	0.5%	0.0009	0.1%	19%	False	False	1
10	1.1184	1.1061	0.0123	1.1%	0.0012	0.1%	64%	False	False	2

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.1140
2.618	1.1140
1.618	1.1140
1.000	1.1140
0.618	1.1140
HIGH	1.1140
0.618	1.1140
0.500	1.1140
0.382	1.1140
LOW	1.1140
0.618	1.1140
1.000	1.1140
1.618	1.1140
2.618	1.1140
4.250	1.1140

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	1.1140	1.1162
PP	1.1140	1.1155
S1	1.1140	1.1147

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols