CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 1.1291 1.1333 0.0042 0.4% 1.1339
High 1.1291 1.1348 0.0057 0.5% 1.1346
Low 1.1291 1.1322 0.0031 0.3% 1.1238
Close 1.1291 1.1348 0.0057 0.5% 1.1238
Range 0.0000 0.0026 0.0026 0.0108
ATR 0.0033 0.0034 0.0002 5.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1417 1.1409 1.1362
R3 1.1391 1.1383 1.1355
R2 1.1365 1.1365 1.1353
R1 1.1357 1.1357 1.1350 1.1361
PP 1.1339 1.1339 1.1339 1.1342
S1 1.1331 1.1331 1.1346 1.1335
S2 1.1313 1.1313 1.1343
S3 1.1287 1.1305 1.1341
S4 1.1261 1.1279 1.1334
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1598 1.1526 1.1297
R3 1.1490 1.1418 1.1268
R2 1.1382 1.1382 1.1258
R1 1.1310 1.1310 1.1248 1.1292
PP 1.1274 1.1274 1.1274 1.1265
S1 1.1202 1.1202 1.1228 1.1184
S2 1.1166 1.1166 1.1218
S3 1.1058 1.1094 1.1208
S4 1.0950 1.0986 1.1179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1348 1.1238 0.0110 1.0% 0.0005 0.0% 100% True False 1
10 1.1348 1.1238 0.0110 1.0% 0.0003 0.0% 100% True False 1
20 1.1491 1.1238 0.0253 2.2% 0.0003 0.0% 43% False False 70
40 1.1491 1.1140 0.0351 3.1% 0.0002 0.0% 59% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1459
2.618 1.1416
1.618 1.1390
1.000 1.1374
0.618 1.1364
HIGH 1.1348
0.618 1.1338
0.500 1.1335
0.382 1.1332
LOW 1.1322
0.618 1.1306
1.000 1.1296
1.618 1.1280
2.618 1.1254
4.250 1.1212
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 1.1344 1.1330
PP 1.1339 1.1311
S1 1.1335 1.1293

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

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