CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 1.1151 1.1118 -0.0033 -0.3% 1.1163
High 1.1159 1.1126 -0.0033 -0.3% 1.1163
Low 1.1151 1.1118 -0.0033 -0.3% 1.1118
Close 1.1159 1.1124 -0.0035 -0.3% 1.1124
Range 0.0008 0.0008 0.0000 0.0% 0.0045
ATR 0.0027 0.0028 0.0001 3.8% 0.0000
Volume 1 3 2 200.0% 7
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1147 1.1143 1.1128
R3 1.1139 1.1135 1.1126
R2 1.1131 1.1131 1.1125
R1 1.1127 1.1127 1.1125 1.1129
PP 1.1123 1.1123 1.1123 1.1124
S1 1.1119 1.1119 1.1123 1.1121
S2 1.1115 1.1115 1.1123
S3 1.1107 1.1111 1.1122
S4 1.1099 1.1103 1.1120
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1270 1.1242 1.1149
R3 1.1225 1.1197 1.1136
R2 1.1180 1.1180 1.1132
R1 1.1152 1.1152 1.1128 1.1144
PP 1.1135 1.1135 1.1135 1.1131
S1 1.1107 1.1107 1.1120 1.1099
S2 1.1090 1.1090 1.1116
S3 1.1045 1.1062 1.1112
S4 1.1000 1.1017 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1163 1.1118 0.0045 0.4% 0.0003 0.0% 13% False True 1
10 1.1237 1.1118 0.0119 1.1% 0.0009 0.1% 5% False True 4
20 1.1239 1.1118 0.0121 1.1% 0.0008 0.1% 5% False True 2
40 1.1468 1.1118 0.0350 3.1% 0.0004 0.0% 2% False True 3
60 1.1468 1.1118 0.0350 3.1% 0.0004 0.0% 2% False True 10
80 1.1491 1.1118 0.0373 3.4% 0.0003 0.0% 2% 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 1.1160
2.618 1.1147
1.618 1.1139
1.000 1.1134
0.618 1.1131
HIGH 1.1126
0.618 1.1123
0.500 1.1122
0.382 1.1121
LOW 1.1118
0.618 1.1113
1.000 1.1110
1.618 1.1105
2.618 1.1097
4.250 1.1084
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 1.1123 1.1139
PP 1.1123 1.1134
S1 1.1122 1.1129

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

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