CME Swiss Franc Future December 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	1.1216	1.1250	0.0034	0.3%	1.1184
High	1.1216	1.1250	0.0034	0.3%	1.1250
Low	1.1216	1.1250	0.0034	0.3%	1.1140
Close	1.1216	1.1250	0.0034	0.3%	1.1250
Range
ATR	0.0000	0.0042	0.0042		0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1250	1.1250	1.1250
R3	1.1250	1.1250	1.1250
R2	1.1250	1.1250	1.1250
R1	1.1250	1.1250	1.1250	1.1250
PP	1.1250	1.1250	1.1250	1.1250
S1	1.1250	1.1250	1.1250	1.1250
S2	1.1250	1.1250	1.1250
S3	1.1250	1.1250	1.1250
S4	1.1250	1.1250	1.1250

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1543	1.1507	1.1311
R3	1.1433	1.1397	1.1280
R2	1.1323	1.1323	1.1270
R1	1.1287	1.1287	1.1260	1.1305
PP	1.1213	1.1213	1.1213	1.1223
S1	1.1177	1.1177	1.1240	1.1195
S2	1.1103	1.1103	1.1230
S3	1.0993	1.1067	1.1220
S4	1.0883	1.0957	1.1190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1250	1.1140	0.0110	1.0%	0.0000	0.0%	100%	True	False	1
10	1.1250	1.1070	0.0180	1.6%	0.0012	0.1%	100%	True	False	1

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	1.1250
2.618	1.1250
1.618	1.1250
1.000	1.1250
0.618	1.1250
HIGH	1.1250
0.618	1.1250
0.500	1.1250
0.382	1.1250
LOW	1.1250
0.618	1.1250
1.000	1.1250
1.618	1.1250
2.618	1.1250
4.250	1.1250

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	1.1250	1.1232
PP	1.1250	1.1213
S1	1.1250	1.1195

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