CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	1.1188	1.1200	0.0012	0.1%	1.1232
High	1.1205	1.1215	0.0010	0.1%	1.1298
Low	1.1169	1.1185	0.0016	0.1%	1.1155
Close	1.1202	1.1205	0.0003	0.0%	1.1193
Range	0.0036	0.0030	-0.0006	-16.7%	0.0143
ATR	0.0053	0.0051	-0.0002	-3.1%	0.0000
Volume	30,262	24,609	-5,653	-18.7%	132,459

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1292	1.1278	1.1222
R3	1.1262	1.1248	1.1213
R2	1.1232	1.1232	1.1211
R1	1.1218	1.1218	1.1208	1.1225
PP	1.1202	1.1202	1.1202	1.1205
S1	1.1188	1.1188	1.1202	1.1195
S2	1.1172	1.1172	1.1200
S3	1.1142	1.1158	1.1197
S4	1.1112	1.1128	1.1189

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1644	1.1562	1.1272
R3	1.1501	1.1419	1.1232
R2	1.1358	1.1358	1.1219
R1	1.1276	1.1276	1.1206	1.1246
PP	1.1215	1.1215	1.1215	1.1200
S1	1.1133	1.1133	1.1180	1.1103
S2	1.1072	1.1072	1.1167
S3	1.0929	1.0990	1.1154
S4	1.0786	1.0847	1.1114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1298	1.1155	0.0143	1.3%	0.0046	0.4%	35%	False	False	29,676
10	1.1298	1.1155	0.0143	1.3%	0.0047	0.4%	35%	False	False	30,759
20	1.1298	1.1104	0.0194	1.7%	0.0052	0.5%	52%	False	False	28,476
40	1.1298	1.1080	0.0218	1.9%	0.0049	0.4%	57%	False	False	14,752
60	1.1503	1.1080	0.0423	3.8%	0.0048	0.4%	30%	False	False	9,852
80	1.1503	1.1080	0.0423	3.8%	0.0046	0.4%	30%	False	False	7,396
100	1.1513	1.1080	0.0433	3.9%	0.0041	0.4%	29%	False	False	5,927
120	1.1513	1.0994	0.0519	4.6%	0.0034	0.3%	41%	False	False	4,941

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1343
2.618	1.1294
1.618	1.1264
1.000	1.1245
0.618	1.1234
HIGH	1.1215
0.618	1.1204
0.500	1.1200
0.382	1.1196
LOW	1.1185
0.618	1.1166
1.000	1.1155
1.618	1.1136
2.618	1.1106
4.250	1.1058

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	1.1203	1.1208
PP	1.1202	1.1207
S1	1.1200	1.1206

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols