CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 1.1339 1.1346 0.0007 0.1% 1.1356
High 1.1339 1.1346 0.0007 0.1% 1.1381
Low 1.1339 1.1346 0.0007 0.1% 1.1304
Close 1.1339 1.1346 0.0007 0.1% 1.1304
Range
ATR 0.0032 0.0030 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 160
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1346 1.1346 1.1346
R3 1.1346 1.1346 1.1346
R2 1.1346 1.1346 1.1346
R1 1.1346 1.1346 1.1346 1.1346
PP 1.1346 1.1346 1.1346 1.1346
S1 1.1346 1.1346 1.1346 1.1346
S2 1.1346 1.1346 1.1346
S3 1.1346 1.1346 1.1346
S4 1.1346 1.1346 1.1346
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 1.1346 1.1304 0.0042 0.4% 0.0000 0.0% 100% True False 1
10 1.1381 1.1304 0.0077 0.7% 0.0003 0.0% 55% False False 63
20 1.1491 1.1297 0.0194 1.7% 0.0001 0.0% 25% False False 109
40 1.1491 1.1098 0.0393 3.5% 0.0002 0.0% 63% 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 1.1346
2.618 1.1346
1.618 1.1346
1.000 1.1346
0.618 1.1346
HIGH 1.1346
0.618 1.1346
0.500 1.1346
0.382 1.1346
LOW 1.1346
0.618 1.1346
1.000 1.1346
1.618 1.1346
2.618 1.1346
4.250 1.1346
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 1.1346 1.1339
PP 1.1346 1.1332
S1 1.1346 1.1325

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

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