CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 1.1255 1.1262 0.0007 0.1% 1.1419
High 1.1255 1.1262 0.0007 0.1% 1.1468
Low 1.1255 1.1262 0.0007 0.1% 1.1294
Close 1.1255 1.1262 0.0007 0.1% 1.1294
Range
ATR 0.0032 0.0030 -0.0002 -5.6% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 1.1262 1.1262 1.1262
R3 1.1262 1.1262 1.1262
R2 1.1262 1.1262 1.1262
R1 1.1262 1.1262 1.1262 1.1262
PP 1.1262 1.1262 1.1262 1.1262
S1 1.1262 1.1262 1.1262 1.1262
S2 1.1262 1.1262 1.1262
S3 1.1262 1.1262 1.1262
S4 1.1262 1.1262 1.1262
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 1.1396 1.1255 0.0141 1.3% 0.0000 0.0% 5% False False 4
10 1.1468 1.1255 0.0213 1.9% 0.0000 0.0% 3% False False 4
20 1.1468 1.1255 0.0213 1.9% 0.0001 0.0% 3% False False 4
40 1.1468 1.1238 0.0230 2.0% 0.0002 0.0% 10% False False 18
60 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 9% False False 41
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 1.1262
2.618 1.1262
1.618 1.1262
1.000 1.1262
0.618 1.1262
HIGH 1.1262
0.618 1.1262
0.500 1.1262
0.382 1.1262
LOW 1.1262
0.618 1.1262
1.000 1.1262
1.618 1.1262
2.618 1.1262
4.250 1.1262
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 1.1262 1.1269
PP 1.1262 1.1267
S1 1.1262 1.1264

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

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