CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1.1212 1.1200 -0.0012 -0.1% 1.1283
High 1.1212 1.1200 -0.0012 -0.1% 1.1283
Low 1.1212 1.1200 -0.0012 -0.1% 1.1239
Close 1.1212 1.1200 -0.0012 -0.1% 1.1239
Range
ATR 0.0024 0.0023 -0.0001 -3.5% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1.1200 1.1200 1.1200
R3 1.1200 1.1200 1.1200
R2 1.1200 1.1200 1.1200
R1 1.1200 1.1200 1.1200 1.1200
PP 1.1200 1.1200 1.1200 1.1200
S1 1.1200 1.1200 1.1200 1.1200
S2 1.1200 1.1200 1.1200
S3 1.1200 1.1200 1.1200
S4 1.1200 1.1200 1.1200
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 1.1239 1.1200 0.0039 0.3% 0.0000 0.0% 0% False True 1
10 1.1294 1.1200 0.0094 0.8% 0.0000 0.0% 0% False True 2
20 1.1468 1.1200 0.0268 2.4% 0.0000 0.0% 0% False True 3
40 1.1468 1.1200 0.0268 2.4% 0.0001 0.0% 0% False True 2
60 1.1491 1.1200 0.0291 2.6% 0.0002 0.0% 0% False True 41
80 1.1491 1.1061 0.0430 3.8% 0.0003 0.0% 32% False False 31
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 1.1200
2.618 1.1200
1.618 1.1200
1.000 1.1200
0.618 1.1200
HIGH 1.1200
0.618 1.1200
0.500 1.1200
0.382 1.1200
LOW 1.1200
0.618 1.1200
1.000 1.1200
1.618 1.1200
2.618 1.1200
4.250 1.1200
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1.1200 1.1216
PP 1.1200 1.1210
S1 1.1200 1.1205

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

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