CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1.1380 1.1302 -0.0078 -0.7% 1.1283
High 1.1380 1.1302 -0.0078 -0.7% 1.1421
Low 1.1356 1.1302 -0.0054 -0.5% 1.1255
Close 1.1356 1.1302 -0.0054 -0.5% 1.1421
Range 0.0024 0.0000 -0.0024 -100.0% 0.0166
ATR 0.0044 0.0045 0.0001 1.5% 0.0000
Volume 1 156 155 15,500.0% 5
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1302 1.1302 1.1302
R3 1.1302 1.1302 1.1302
R2 1.1302 1.1302 1.1302
R1 1.1302 1.1302 1.1302 1.1302
PP 1.1302 1.1302 1.1302 1.1302
S1 1.1302 1.1302 1.1302 1.1302
S2 1.1302 1.1302 1.1302
S3 1.1302 1.1302 1.1302
S4 1.1302 1.1302 1.1302
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1864 1.1808 1.1512
R3 1.1698 1.1642 1.1467
R2 1.1532 1.1532 1.1451
R1 1.1476 1.1476 1.1436 1.1504
PP 1.1366 1.1366 1.1366 1.1380
S1 1.1310 1.1310 1.1406 1.1338
S2 1.1200 1.1200 1.1391
S3 1.1034 1.1144 1.1375
S4 1.0868 1.0978 1.1330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1255 0.0166 1.5% 0.0005 0.0% 28% False False 32
10 1.1421 1.1255 0.0166 1.5% 0.0002 0.0% 28% False False 16
20 1.1421 1.1098 0.0323 2.9% 0.0004 0.0% 63% False False 9
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1302
1.618 1.1302
1.000 1.1302
0.618 1.1302
HIGH 1.1302
0.618 1.1302
0.500 1.1302
0.382 1.1302
LOW 1.1302
0.618 1.1302
1.000 1.1302
1.618 1.1302
2.618 1.1302
4.250 1.1302
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1.1302 1.1362
PP 1.1302 1.1342
S1 1.1302 1.1322

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

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