CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.1141 1.1139 -0.0002 0.0% 1.1213
High 1.1151 1.1142 -0.0009 -0.1% 1.1245
Low 1.1128 1.1081 -0.0047 -0.4% 1.1111
Close 1.1140 1.1086 -0.0054 -0.5% 1.1141
Range 0.0023 0.0061 0.0038 165.2% 0.0134
ATR 0.0044 0.0046 0.0001 2.7% 0.0000
Volume 22,026 45,784 23,758 107.9% 177,471
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1286 1.1247 1.1120
R3 1.1225 1.1186 1.1103
R2 1.1164 1.1164 1.1097
R1 1.1125 1.1125 1.1092 1.1114
PP 1.1103 1.1103 1.1103 1.1098
S1 1.1064 1.1064 1.1080 1.1053
S2 1.1042 1.1042 1.1075
S3 1.0981 1.1003 1.1069
S4 1.0920 1.0942 1.1052
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1568 1.1488 1.1215
R3 1.1434 1.1354 1.1178
R2 1.1300 1.1300 1.1166
R1 1.1220 1.1220 1.1153 1.1193
PP 1.1166 1.1166 1.1166 1.1152
S1 1.1086 1.1086 1.1129 1.1059
S2 1.1032 1.1032 1.1116
S3 1.0898 1.0952 1.1104
S4 1.0764 1.0818 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1171 1.1081 0.0090 0.8% 0.0038 0.3% 6% False True 33,581
10 1.1245 1.1081 0.0164 1.5% 0.0041 0.4% 3% False True 32,152
20 1.1298 1.1081 0.0217 2.0% 0.0044 0.4% 2% False True 31,455
40 1.1298 1.1080 0.0218 2.0% 0.0050 0.5% 3% False False 22,771
60 1.1503 1.1080 0.0423 3.8% 0.0048 0.4% 1% False False 15,200
80 1.1503 1.1080 0.0423 3.8% 0.0048 0.4% 1% False False 11,413
100 1.1513 1.1080 0.0433 3.9% 0.0044 0.4% 1% False False 9,133
120 1.1513 1.1047 0.0466 4.2% 0.0038 0.3% 8% False False 7,620
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1401
2.618 1.1302
1.618 1.1241
1.000 1.1203
0.618 1.1180
HIGH 1.1142
0.618 1.1119
0.500 1.1112
0.382 1.1104
LOW 1.1081
0.618 1.1043
1.000 1.1020
1.618 1.0982
2.618 1.0921
4.250 1.0822
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.1112 1.1117
PP 1.1103 1.1107
S1 1.1095 1.1096

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

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