CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 1.1140 1.1130 -0.0010 -0.1% 1.1167
High 1.1140 1.1130 -0.0010 -0.1% 1.1237
Low 1.1140 1.1130 -0.0010 -0.1% 1.1153
Close 1.1140 1.1130 -0.0010 -0.1% 1.1216
Range
ATR 0.0028 0.0027 -0.0001 -4.6% 0.0000
Volume 1 1 0 0.0% 33
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1130 1.1130 1.1130
R3 1.1130 1.1130 1.1130
R2 1.1130 1.1130 1.1130
R1 1.1130 1.1130 1.1130 1.1130
PP 1.1130 1.1130 1.1130 1.1130
S1 1.1130 1.1130 1.1130 1.1130
S2 1.1130 1.1130 1.1130
S3 1.1130 1.1130 1.1130
S4 1.1130 1.1130 1.1130
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1454 1.1419 1.1262
R3 1.1370 1.1335 1.1239
R2 1.1286 1.1286 1.1231
R1 1.1251 1.1251 1.1224 1.1269
PP 1.1202 1.1202 1.1202 1.1211
S1 1.1167 1.1167 1.1208 1.1185
S2 1.1118 1.1118 1.1201
S3 1.1034 1.1083 1.1193
S4 1.0950 1.0999 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.1130 0.0107 1.0% 0.0004 0.0% 0% False True 1
10 1.1237 1.1130 0.0107 1.0% 0.0010 0.1% 0% False True 3
20 1.1262 1.1130 0.0132 1.2% 0.0007 0.1% 0% False True 2
40 1.1468 1.1130 0.0338 3.0% 0.0004 0.0% 0% False True 3
60 1.1476 1.1130 0.0346 3.1% 0.0003 0.0% 0% False True 15
80 1.1491 1.1130 0.0361 3.2% 0.0003 0.0% 0% False True 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.1130
2.618 1.1130
1.618 1.1130
1.000 1.1130
0.618 1.1130
HIGH 1.1130
0.618 1.1130
0.500 1.1130
0.382 1.1130
LOW 1.1130
0.618 1.1130
1.000 1.1130
1.618 1.1130
2.618 1.1130
4.250 1.1130
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 1.1130 1.1147
PP 1.1130 1.1141
S1 1.1130 1.1136

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

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