CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 1.1304 1.1339 0.0035 0.3% 1.1356
High 1.1304 1.1339 0.0035 0.3% 1.1381
Low 1.1304 1.1339 0.0035 0.3% 1.1304
Close 1.1304 1.1339 0.0035 0.3% 1.1304
Range
ATR 0.0031 0.0032 0.0000 0.8% 0.0000
Volume 1 1 0 0.0% 160
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1339 1.1339 1.1339
R3 1.1339 1.1339 1.1339
R2 1.1339 1.1339 1.1339
R1 1.1339 1.1339 1.1339 1.1339
PP 1.1339 1.1339 1.1339 1.1339
S1 1.1339 1.1339 1.1339 1.1339
S2 1.1339 1.1339 1.1339
S3 1.1339 1.1339 1.1339
S4 1.1339 1.1339 1.1339
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1561 1.1509 1.1346
R3 1.1484 1.1432 1.1325
R2 1.1407 1.1407 1.1318
R1 1.1355 1.1355 1.1311 1.1343
PP 1.1330 1.1330 1.1330 1.1323
S1 1.1278 1.1278 1.1297 1.1266
S2 1.1253 1.1253 1.1290
S3 1.1176 1.1201 1.1283
S4 1.1099 1.1124 1.1262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1357 1.1304 0.0053 0.5% 0.0000 0.0% 66% False False 1
10 1.1476 1.1304 0.0172 1.5% 0.0003 0.0% 20% False False 78
20 1.1491 1.1297 0.0194 1.7% 0.0001 0.0% 22% False False 117
40 1.1491 1.1070 0.0421 3.7% 0.0004 0.0% 64% False False 59
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 1.1339
2.618 1.1339
1.618 1.1339
1.000 1.1339
0.618 1.1339
HIGH 1.1339
0.618 1.1339
0.500 1.1339
0.382 1.1339
LOW 1.1339
0.618 1.1339
1.000 1.1339
1.618 1.1339
2.618 1.1339
4.250 1.1339
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 1.1339 1.1333
PP 1.1339 1.1327
S1 1.1339 1.1322

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

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