CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 1.0648 1.0668 0.0020 0.2% 1.0755
High 1.0648 1.0668 0.0020 0.2% 1.0765
Low 1.0648 1.0668 0.0020 0.2% 1.0642
Close 1.0648 1.0668 0.0020 0.2% 1.0653
Range
ATR 0.0041 0.0039 -0.0001 -3.6% 0.0000
Volume 7 7 0 0.0% 82
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0668 1.0668 1.0668
R3 1.0668 1.0668 1.0668
R2 1.0668 1.0668 1.0668
R1 1.0668 1.0668 1.0668 1.0668
PP 1.0668 1.0668 1.0668 1.0668
S1 1.0668 1.0668 1.0668 1.0668
S2 1.0668 1.0668 1.0668
S3 1.0668 1.0668 1.0668
S4 1.0668 1.0668 1.0668
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1056 1.0977 1.0721
R3 1.0933 1.0854 1.0687
R2 1.0810 1.0810 1.0676
R1 1.0731 1.0731 1.0664 1.0709
PP 1.0687 1.0687 1.0687 1.0676
S1 1.0608 1.0608 1.0642 1.0586
S2 1.0564 1.0564 1.0630
S3 1.0441 1.0485 1.0619
S4 1.0318 1.0362 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0726 1.0642 0.0084 0.8% 0.0031 0.3% 31% False False 16
10 1.0765 1.0642 0.0123 1.2% 0.0030 0.3% 21% False False 11
20 1.0961 1.0642 0.0319 3.0% 0.0026 0.2% 8% False False 13
40 1.1100 1.0642 0.0458 4.3% 0.0014 0.1% 6% False False 7
60 1.1309 1.0642 0.0667 6.3% 0.0010 0.1% 4% False False 8
80 1.1309 1.0642 0.0667 6.3% 0.0008 0.1% 4% False False 6
100 1.1481 1.0642 0.0839 7.9% 0.0006 0.1% 3% False False 5
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0668
2.618 1.0668
1.618 1.0668
1.000 1.0668
0.618 1.0668
HIGH 1.0668
0.618 1.0668
0.500 1.0668
0.382 1.0668
LOW 1.0668
0.618 1.0668
1.000 1.0668
1.618 1.0668
2.618 1.0668
4.250 1.0668
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 1.0668 1.0666
PP 1.0668 1.0664
S1 1.0668 1.0662

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

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