CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 1.1360 1.1356 -0.0004 0.0% 1.1482
High 1.1360 1.1381 0.0021 0.2% 1.1482
Low 1.1360 1.1356 -0.0004 0.0% 1.1346
Close 1.1360 1.1381 0.0021 0.2% 1.1360
Range 0.0000 0.0025 0.0025 0.0136
ATR 0.0037 0.0036 -0.0001 -2.3% 0.0000
Volume 156 156 0 0.0% 780
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1448 1.1439 1.1395
R3 1.1423 1.1414 1.1388
R2 1.1398 1.1398 1.1386
R1 1.1389 1.1389 1.1383 1.1394
PP 1.1373 1.1373 1.1373 1.1375
S1 1.1364 1.1364 1.1379 1.1369
S2 1.1348 1.1348 1.1376
S3 1.1323 1.1339 1.1374
S4 1.1298 1.1314 1.1367
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1804 1.1718 1.1435
R3 1.1668 1.1582 1.1397
R2 1.1532 1.1532 1.1385
R1 1.1446 1.1446 1.1372 1.1421
PP 1.1396 1.1396 1.1396 1.1384
S1 1.1310 1.1310 1.1348 1.1285
S2 1.1260 1.1260 1.1335
S3 1.1124 1.1174 1.1323
S4 1.0988 1.1038 1.1285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1476 1.1346 0.0130 1.1% 0.0005 0.0% 27% False False 156
10 1.1491 1.1346 0.0145 1.3% 0.0003 0.0% 24% False False 156
20 1.1491 1.1255 0.0236 2.1% 0.0002 0.0% 53% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1487
2.618 1.1446
1.618 1.1421
1.000 1.1406
0.618 1.1396
HIGH 1.1381
0.618 1.1371
0.500 1.1369
0.382 1.1366
LOW 1.1356
0.618 1.1341
1.000 1.1331
1.618 1.1316
2.618 1.1291
4.250 1.1250
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 1.1377 1.1375
PP 1.1373 1.1369
S1 1.1369 1.1364

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

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