CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 1.1283 1.1255 -0.0028 -0.2% 1.1419
High 1.1283 1.1255 -0.0028 -0.2% 1.1468
Low 1.1283 1.1255 -0.0028 -0.2% 1.1294
Close 1.1283 1.1255 -0.0028 -0.2% 1.1294
Range
ATR 0.0032 0.0032 0.0000 -0.9% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 1.1255 1.1255 1.1255
R3 1.1255 1.1255 1.1255
R2 1.1255 1.1255 1.1255
R1 1.1255 1.1255 1.1255 1.1255
PP 1.1255 1.1255 1.1255 1.1255
S1 1.1255 1.1255 1.1255 1.1255
S2 1.1255 1.1255 1.1255
S3 1.1255 1.1255 1.1255
S4 1.1255 1.1255 1.1255
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.1874 1.1758 1.1390
R3 1.1700 1.1584 1.1342
R2 1.1526 1.1526 1.1326
R1 1.1410 1.1410 1.1310 1.1381
PP 1.1352 1.1352 1.1352 1.1338
S1 1.1236 1.1236 1.1278 1.1207
S2 1.1178 1.1178 1.1262
S3 1.1004 1.1062 1.1246
S4 1.0830 1.0888 1.1198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1440 1.1255 0.0185 1.6% 0.0000 0.0% 0% False True 4
10 1.1468 1.1255 0.0213 1.9% 0.0000 0.0% 0% False True 4
20 1.1468 1.1255 0.0213 1.9% 0.0001 0.0% 0% False True 4
40 1.1476 1.1238 0.0238 2.1% 0.0002 0.0% 7% False False 22
60 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 7% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1255
2.618 1.1255
1.618 1.1255
1.000 1.1255
0.618 1.1255
HIGH 1.1255
0.618 1.1255
0.500 1.1255
0.382 1.1255
LOW 1.1255
0.618 1.1255
1.000 1.1255
1.618 1.1255
2.618 1.1255
4.250 1.1255
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 1.1255 1.1275
PP 1.1255 1.1268
S1 1.1255 1.1262

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

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