CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 1.1211 1.1213 0.0002 0.0% 1.1188
High 1.1226 1.1245 0.0019 0.2% 1.1238
Low 1.1200 1.1201 0.0001 0.0% 1.1169
Close 1.1215 1.1217 0.0002 0.0% 1.1215
Range 0.0026 0.0044 0.0018 69.2% 0.0069
ATR 0.0048 0.0047 0.0000 -0.6% 0.0000
Volume 20,713 30,865 10,152 49.0% 131,112
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1353 1.1329 1.1241
R3 1.1309 1.1285 1.1229
R2 1.1265 1.1265 1.1225
R1 1.1241 1.1241 1.1221 1.1253
PP 1.1221 1.1221 1.1221 1.1227
S1 1.1197 1.1197 1.1213 1.1209
S2 1.1177 1.1177 1.1209
S3 1.1133 1.1153 1.1205
S4 1.1089 1.1109 1.1193
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1414 1.1384 1.1253
R3 1.1345 1.1315 1.1234
R2 1.1276 1.1276 1.1228
R1 1.1246 1.1246 1.1221 1.1261
PP 1.1207 1.1207 1.1207 1.1215
S1 1.1177 1.1177 1.1209 1.1192
S2 1.1138 1.1138 1.1202
S3 1.1069 1.1108 1.1196
S4 1.1000 1.1039 1.1177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1245 1.1185 0.0060 0.5% 0.0036 0.3% 53% True False 26,343
10 1.1298 1.1155 0.0143 1.3% 0.0045 0.4% 43% False False 29,443
20 1.1298 1.1104 0.0194 1.7% 0.0049 0.4% 58% False False 29,830
40 1.1298 1.1080 0.0218 1.9% 0.0048 0.4% 63% False False 17,422
60 1.1503 1.1080 0.0423 3.8% 0.0048 0.4% 32% False False 11,633
80 1.1503 1.1080 0.0423 3.8% 0.0047 0.4% 32% False False 8,734
100 1.1513 1.1080 0.0433 3.9% 0.0042 0.4% 32% False False 6,989
120 1.1513 1.0994 0.0519 4.6% 0.0036 0.3% 43% False False 5,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1432
2.618 1.1360
1.618 1.1316
1.000 1.1289
0.618 1.1272
HIGH 1.1245
0.618 1.1228
0.500 1.1223
0.382 1.1218
LOW 1.1201
0.618 1.1174
1.000 1.1157
1.618 1.1130
2.618 1.1086
4.250 1.1014
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 1.1223 1.1222
PP 1.1221 1.1220
S1 1.1219 1.1219

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

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