CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 1.1361 1.1376 0.0015 0.1% 1.1348
High 1.1361 1.1376 0.0015 0.1% 1.1376
Low 1.1361 1.1376 0.0015 0.1% 1.1323
Close 1.1361 1.1376 0.0015 0.1% 1.1376
Range
ATR 0.0028 0.0027 -0.0001 -3.3% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1376 1.1376 1.1376
R3 1.1376 1.1376 1.1376
R2 1.1376 1.1376 1.1376
R1 1.1376 1.1376 1.1376 1.1376
PP 1.1376 1.1376 1.1376 1.1376
S1 1.1376 1.1376 1.1376 1.1376
S2 1.1376 1.1376 1.1376
S3 1.1376 1.1376 1.1376
S4 1.1376 1.1376 1.1376
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1517 1.1500 1.1405
R3 1.1464 1.1447 1.1391
R2 1.1411 1.1411 1.1386
R1 1.1394 1.1394 1.1381 1.1403
PP 1.1358 1.1358 1.1358 1.1363
S1 1.1341 1.1341 1.1371 1.1350
S2 1.1305 1.1305 1.1366
S3 1.1252 1.1288 1.1361
S4 1.1199 1.1235 1.1347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1376 1.1323 0.0053 0.5% 0.0004 0.0% 100% True False 4
10 1.1451 1.1323 0.0128 1.1% 0.0002 0.0% 41% False False 4
20 1.1451 1.1238 0.0213 1.9% 0.0002 0.0% 65% False False 2
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 55% False False 60
60 1.1491 1.1061 0.0430 3.8% 0.0004 0.0% 73% False False 40
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1376
1.618 1.1376
1.000 1.1376
0.618 1.1376
HIGH 1.1376
0.618 1.1376
0.500 1.1376
0.382 1.1376
LOW 1.1376
0.618 1.1376
1.000 1.1376
1.618 1.1376
2.618 1.1376
4.250 1.1376
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 1.1376 1.1371
PP 1.1376 1.1366
S1 1.1376 1.1362

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

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