CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 1.1239 1.1239 0.0000 0.0% 1.1283
High 1.1239 1.1239 0.0000 0.0% 1.1283
Low 1.1239 1.1239 0.0000 0.0% 1.1239
Close 1.1239 1.1239 0.0000 0.0% 1.1239
Range
ATR 0.0027 0.0025 -0.0002 -7.1% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 1.1239 1.1239 1.1239
R3 1.1239 1.1239 1.1239
R2 1.1239 1.1239 1.1239
R1 1.1239 1.1239 1.1239 1.1239
PP 1.1239 1.1239 1.1239 1.1239
S1 1.1239 1.1239 1.1239 1.1239
S2 1.1239 1.1239 1.1239
S3 1.1239 1.1239 1.1239
S4 1.1239 1.1239 1.1239
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.1386 1.1356 1.1263
R3 1.1342 1.1312 1.1251
R2 1.1298 1.1298 1.1247
R1 1.1268 1.1268 1.1243 1.1261
PP 1.1254 1.1254 1.1254 1.1250
S1 1.1224 1.1224 1.1235 1.1217
S2 1.1210 1.1210 1.1231
S3 1.1166 1.1180 1.1227
S4 1.1122 1.1136 1.1215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1262 1.1239 0.0023 0.2% 0.0000 0.0% 0% False True 2
10 1.1468 1.1239 0.0229 2.0% 0.0000 0.0% 0% False True 3
20 1.1468 1.1239 0.0229 2.0% 0.0000 0.0% 0% False True 3
40 1.1468 1.1238 0.0230 2.0% 0.0002 0.0% 0% False False 6
60 1.1491 1.1238 0.0253 2.3% 0.0002 0.0% 0% 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1239
2.618 1.1239
1.618 1.1239
1.000 1.1239
0.618 1.1239
HIGH 1.1239
0.618 1.1239
0.500 1.1239
0.382 1.1239
LOW 1.1239
0.618 1.1239
1.000 1.1239
1.618 1.1239
2.618 1.1239
4.250 1.1239
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 1.1239 1.1250
PP 1.1239 1.1246
S1 1.1239 1.1243

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

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