CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 1.1213 1.1168 -0.0045 -0.4% 1.1191
High 1.1213 1.1168 -0.0045 -0.4% 1.1213
Low 1.1213 1.1168 -0.0045 -0.4% 1.1172
Close 1.1213 1.1168 -0.0045 -0.4% 1.1213
Range
ATR 0.0021 0.0023 0.0002 8.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1168 1.1168 1.1168
R3 1.1168 1.1168 1.1168
R2 1.1168 1.1168 1.1168
R1 1.1168 1.1168 1.1168 1.1168
PP 1.1168 1.1168 1.1168 1.1168
S1 1.1168 1.1168 1.1168 1.1168
S2 1.1168 1.1168 1.1168
S3 1.1168 1.1168 1.1168
S4 1.1168 1.1168 1.1168
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.1322 1.1309 1.1236
R3 1.1281 1.1268 1.1224
R2 1.1240 1.1240 1.1221
R1 1.1227 1.1227 1.1217 1.1234
PP 1.1199 1.1199 1.1199 1.1203
S1 1.1186 1.1186 1.1209 1.1193
S2 1.1158 1.1158 1.1205
S3 1.1117 1.1145 1.1202
S4 1.1076 1.1104 1.1190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.1168 0.0045 0.4% 0.0000 0.0% 0% False True 1
10 1.1252 1.1168 0.0084 0.8% 0.0003 0.0% 0% False True 1
20 1.1481 1.1168 0.0313 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 1.1168
2.618 1.1168
1.618 1.1168
1.000 1.1168
0.618 1.1168
HIGH 1.1168
0.618 1.1168
0.500 1.1168
0.382 1.1168
LOW 1.1168
0.618 1.1168
1.000 1.1168
1.618 1.1168
2.618 1.1168
4.250 1.1168
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1.1168 1.1191
PP 1.1168 1.1183
S1 1.1168 1.1176

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

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