CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 1.1191 1.1172 -0.0019 -0.2% 1.1252
High 1.1191 1.1172 -0.0019 -0.2% 1.1252
Low 1.1191 1.1172 -0.0019 -0.2% 1.1199
Close 1.1191 1.1172 -0.0019 -0.2% 1.1199
Range
ATR 0.0022 0.0021 0.0000 -0.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 1.1172 1.1172 1.1172
R3 1.1172 1.1172 1.1172
R2 1.1172 1.1172 1.1172
R1 1.1172 1.1172 1.1172 1.1172
PP 1.1172 1.1172 1.1172 1.1172
S1 1.1172 1.1172 1.1172 1.1172
S2 1.1172 1.1172 1.1172
S3 1.1172 1.1172 1.1172
S4 1.1172 1.1172 1.1172
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.1376 1.1340 1.1228
R3 1.1323 1.1287 1.1214
R2 1.1270 1.1270 1.1209
R1 1.1234 1.1234 1.1204 1.1226
PP 1.1217 1.1217 1.1217 1.1212
S1 1.1181 1.1181 1.1194 1.1173
S2 1.1164 1.1164 1.1189
S3 1.1111 1.1128 1.1184
S4 1.1058 1.1075 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1225 1.1172 0.0053 0.5% 0.0005 0.0% 0% False True 1
10 1.1276 1.1172 0.0104 0.9% 0.0003 0.0% 0% False True 1
20 1.1481 1.1172 0.0309 2.8% 0.0001 0.0% 0% False True 1
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 1.1172
2.618 1.1172
1.618 1.1172
1.000 1.1172
0.618 1.1172
HIGH 1.1172
0.618 1.1172
0.500 1.1172
0.382 1.1172
LOW 1.1172
0.618 1.1172
1.000 1.1172
1.618 1.1172
2.618 1.1172
4.250 1.1172
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 1.1172 1.1198
PP 1.1172 1.1189
S1 1.1172 1.1181

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

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