CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.1416 1.1427 0.0011 0.1% 1.1380
High 1.1416 1.1427 0.0011 0.1% 1.1429
Low 1.1416 1.1427 0.0011 0.1% 1.1297
Close 1.1416 1.1427 0.0011 0.1% 1.1429
Range
ATR 0.0043 0.0041 -0.0002 -5.3% 0.0000
Volume 156 156 0 0.0% 625
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1427 1.1427 1.1427
R3 1.1427 1.1427 1.1427
R2 1.1427 1.1427 1.1427
R1 1.1427 1.1427 1.1427 1.1427
PP 1.1427 1.1427 1.1427 1.1427
S1 1.1427 1.1427 1.1427 1.1427
S2 1.1427 1.1427 1.1427
S3 1.1427 1.1427 1.1427
S4 1.1427 1.1427 1.1427
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1781 1.1737 1.1502
R3 1.1649 1.1605 1.1465
R2 1.1517 1.1517 1.1453
R1 1.1473 1.1473 1.1441 1.1495
PP 1.1385 1.1385 1.1385 1.1396
S1 1.1341 1.1341 1.1417 1.1363
S2 1.1253 1.1253 1.1405
S3 1.1121 1.1209 1.1393
S4 1.0989 1.1077 1.1356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1429 1.1297 0.0132 1.2% 0.0000 0.0% 98% False False 156
10 1.1429 1.1255 0.0174 1.5% 0.0002 0.0% 99% False False 94
20 1.1429 1.1140 0.0289 2.5% 0.0001 0.0% 99% False False 47
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1427
2.618 1.1427
1.618 1.1427
1.000 1.1427
0.618 1.1427
HIGH 1.1427
0.618 1.1427
0.500 1.1427
0.382 1.1427
LOW 1.1427
0.618 1.1427
1.000 1.1427
1.618 1.1427
2.618 1.1427
4.250 1.1427
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.1427 1.1426
PP 1.1427 1.1424
S1 1.1427 1.1423

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

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