CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 1.1006 1.1044 0.0038 0.3% 1.1057
High 1.1064 1.1046 -0.0018 -0.2% 1.1071
Low 1.0996 1.1025 0.0029 0.3% 1.0981
Close 1.1043 1.1031 -0.0012 -0.1% 1.1043
Range 0.0068 0.0021 -0.0047 -69.1% 0.0090
ATR 0.0044 0.0042 -0.0002 -3.7% 0.0000
Volume 52,211 30,010 -22,201 -42.5% 206,822
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1097 1.1085 1.1043
R3 1.1076 1.1064 1.1037
R2 1.1055 1.1055 1.1035
R1 1.1043 1.1043 1.1033 1.1039
PP 1.1034 1.1034 1.1034 1.1032
S1 1.1022 1.1022 1.1029 1.1018
S2 1.1013 1.1013 1.1027
S3 1.0992 1.1001 1.1025
S4 1.0971 1.0980 1.1019
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1302 1.1262 1.1093
R3 1.1212 1.1172 1.1068
R2 1.1122 1.1122 1.1060
R1 1.1082 1.1082 1.1051 1.1057
PP 1.1032 1.1032 1.1032 1.1019
S1 1.0992 1.0992 1.1035 1.0967
S2 1.0942 1.0942 1.1027
S3 1.0852 1.0902 1.1018
S4 1.0762 1.0812 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1070 1.0981 0.0089 0.8% 0.0044 0.4% 56% False False 42,886
10 1.1142 1.0981 0.0161 1.5% 0.0040 0.4% 31% False False 37,888
20 1.1245 1.0981 0.0264 2.4% 0.0039 0.4% 19% False False 33,961
40 1.1298 1.0981 0.0317 2.9% 0.0046 0.4% 16% False False 30,757
60 1.1354 1.0981 0.0373 3.4% 0.0046 0.4% 13% False False 20,747
80 1.1503 1.0981 0.0522 4.7% 0.0046 0.4% 10% False False 15,572
100 1.1513 1.0981 0.0532 4.8% 0.0045 0.4% 9% False False 12,464
120 1.1513 1.0981 0.0532 4.8% 0.0040 0.4% 9% False False 10,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1135
2.618 1.1101
1.618 1.1080
1.000 1.1067
0.618 1.1059
HIGH 1.1046
0.618 1.1038
0.500 1.1036
0.382 1.1033
LOW 1.1025
0.618 1.1012
1.000 1.1004
1.618 1.0991
2.618 1.0970
4.250 1.0936
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 1.1036 1.1029
PP 1.1034 1.1027
S1 1.1033 1.1026

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

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