CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 1.1413 1.1419 0.0006 0.1% 1.1390
High 1.1413 1.1419 0.0006 0.1% 1.1413
Low 1.1413 1.1419 0.0006 0.1% 1.1341
Close 1.1413 1.1419 0.0006 0.1% 1.1413
Range
ATR 0.0027 0.0025 -0.0001 -5.5% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 1.1419 1.1419 1.1419
R3 1.1419 1.1419 1.1419
R2 1.1419 1.1419 1.1419
R1 1.1419 1.1419 1.1419 1.1419
PP 1.1419 1.1419 1.1419 1.1419
S1 1.1419 1.1419 1.1419 1.1419
S2 1.1419 1.1419 1.1419
S3 1.1419 1.1419 1.1419
S4 1.1419 1.1419 1.1419
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.1605 1.1581 1.1453
R3 1.1533 1.1509 1.1433
R2 1.1461 1.1461 1.1426
R1 1.1437 1.1437 1.1420 1.1449
PP 1.1389 1.1389 1.1389 1.1395
S1 1.1365 1.1365 1.1406 1.1377
S2 1.1317 1.1317 1.1400
S3 1.1245 1.1293 1.1393
S4 1.1173 1.1221 1.1373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1419 1.1341 0.0078 0.7% 0.0000 0.0% 100% True False 4
10 1.1419 1.1323 0.0096 0.8% 0.0000 0.0% 100% True False 4
20 1.1451 1.1291 0.0160 1.4% 0.0002 0.0% 80% False False 3
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 72% False False 44
60 1.1491 1.1130 0.0361 3.2% 0.0002 0.0% 80% 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1419
2.618 1.1419
1.618 1.1419
1.000 1.1419
0.618 1.1419
HIGH 1.1419
0.618 1.1419
0.500 1.1419
0.382 1.1419
LOW 1.1419
0.618 1.1419
1.000 1.1419
1.618 1.1419
2.618 1.1419
4.250 1.1419
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 1.1419 1.1415
PP 1.1419 1.1411
S1 1.1419 1.1408

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

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