CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 1.1078 1.1035 -0.0043 -0.4% 1.1050
High 1.1078 1.1044 -0.0034 -0.3% 1.1090
Low 1.1039 1.1007 -0.0032 -0.3% 1.0998
Close 1.1042 1.1010 -0.0032 -0.3% 1.1088
Range 0.0039 0.0037 -0.0002 -5.1% 0.0092
ATR 0.0038 0.0037 0.0000 -0.1% 0.0000
Volume 50 88 38 76.0% 122
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1131 1.1108 1.1030
R3 1.1094 1.1071 1.1020
R2 1.1057 1.1057 1.1017
R1 1.1034 1.1034 1.1013 1.1027
PP 1.1020 1.1020 1.1020 1.1017
S1 1.0997 1.0997 1.1007 1.0990
S2 1.0983 1.0983 1.1003
S3 1.0946 1.0960 1.1000
S4 1.0909 1.0923 1.0990
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1335 1.1303 1.1139
R3 1.1243 1.1211 1.1113
R2 1.1151 1.1151 1.1105
R1 1.1119 1.1119 1.1096 1.1135
PP 1.1059 1.1059 1.1059 1.1067
S1 1.1027 1.1027 1.1080 1.1043
S2 1.0967 1.0967 1.1071
S3 1.0875 1.0935 1.1063
S4 1.0783 1.0843 1.1037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1090 1.1003 0.0087 0.8% 0.0044 0.4% 8% False False 39
10 1.1090 1.0986 0.0104 0.9% 0.0042 0.4% 23% False False 31
20 1.1106 1.0986 0.0120 1.1% 0.0033 0.3% 20% False False 34
40 1.1305 1.0986 0.0319 2.9% 0.0026 0.2% 8% False False 29
60 1.1305 1.0986 0.0319 2.9% 0.0021 0.2% 8% False False 20
80 1.1468 1.0986 0.0482 4.4% 0.0016 0.1% 5% False False 16
100 1.1468 1.0986 0.0482 4.4% 0.0013 0.1% 5% False False 13
120 1.1491 1.0986 0.0505 4.6% 0.0011 0.1% 5% False False 30
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1141
1.618 1.1104
1.000 1.1081
0.618 1.1067
HIGH 1.1044
0.618 1.1030
0.500 1.1026
0.382 1.1021
LOW 1.1007
0.618 1.0984
1.000 1.0970
1.618 1.0947
2.618 1.0910
4.250 1.0850
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 1.1026 1.1049
PP 1.1020 1.1036
S1 1.1015 1.1023

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

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