CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 1.1348 1.1323 -0.0025 -0.2% 1.1394
High 1.1348 1.1323 -0.0025 -0.2% 1.1394
Low 1.1328 1.1323 -0.0005 0.0% 1.1360
Close 1.1328 1.1323 -0.0005 0.0% 1.1360
Range 0.0020 0.0000 -0.0020 -100.0% 0.0034
ATR 0.0031 0.0029 -0.0002 -6.0% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1323 1.1323 1.1323
R3 1.1323 1.1323 1.1323
R2 1.1323 1.1323 1.1323
R1 1.1323 1.1323 1.1323 1.1323
PP 1.1323 1.1323 1.1323 1.1323
S1 1.1323 1.1323 1.1323 1.1323
S2 1.1323 1.1323 1.1323
S3 1.1323 1.1323 1.1323
S4 1.1323 1.1323 1.1323
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1473 1.1451 1.1379
R3 1.1439 1.1417 1.1369
R2 1.1405 1.1405 1.1366
R1 1.1383 1.1383 1.1363 1.1377
PP 1.1371 1.1371 1.1371 1.1369
S1 1.1349 1.1349 1.1357 1.1343
S2 1.1337 1.1337 1.1354
S3 1.1303 1.1315 1.1351
S4 1.1269 1.1281 1.1341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1385 1.1323 0.0062 0.5% 0.0004 0.0% 0% False True 4
10 1.1451 1.1322 0.0129 1.1% 0.0005 0.0% 1% False False 3
20 1.1451 1.1238 0.0213 1.9% 0.0002 0.0% 40% False False 2
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 34% False False 59
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1323
2.618 1.1323
1.618 1.1323
1.000 1.1323
0.618 1.1323
HIGH 1.1323
0.618 1.1323
0.500 1.1323
0.382 1.1323
LOW 1.1323
0.618 1.1323
1.000 1.1323
1.618 1.1323
2.618 1.1323
4.250 1.1323
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 1.1323 1.1342
PP 1.1323 1.1335
S1 1.1323 1.1329

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

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