CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1.1046 1.1031 -0.0015 -0.1% 1.1044
High 1.1048 1.1034 -0.0014 -0.1% 1.1074
Low 1.1030 1.0987 -0.0043 -0.4% 1.0974
Close 1.1033 1.1020 -0.0013 -0.1% 1.1048
Range 0.0018 0.0047 0.0029 161.1% 0.0100
ATR 0.0045 0.0045 0.0000 0.4% 0.0000
Volume 20,747 28,607 7,860 37.9% 185,555
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1155 1.1134 1.1046
R3 1.1108 1.1087 1.1033
R2 1.1061 1.1061 1.1029
R1 1.1040 1.1040 1.1024 1.1027
PP 1.1014 1.1014 1.1014 1.1007
S1 1.0993 1.0993 1.1016 1.0980
S2 1.0967 1.0967 1.1011
S3 1.0920 1.0946 1.1007
S4 1.0873 1.0899 1.0994
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1332 1.1290 1.1103
R3 1.1232 1.1190 1.1076
R2 1.1132 1.1132 1.1066
R1 1.1090 1.1090 1.1057 1.1111
PP 1.1032 1.1032 1.1032 1.1043
S1 1.0990 1.0990 1.1039 1.1011
S2 1.0932 1.0932 1.1030
S3 1.0832 1.0890 1.1021
S4 1.0732 1.0790 1.0993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1074 1.0974 0.0100 0.9% 0.0049 0.4% 46% False False 33,615
10 1.1074 1.0974 0.0100 0.9% 0.0048 0.4% 46% False False 38,272
20 1.1171 1.0974 0.0197 1.8% 0.0042 0.4% 23% False False 35,295
40 1.1298 1.0974 0.0324 2.9% 0.0045 0.4% 14% False False 33,011
60 1.1298 1.0974 0.0324 2.9% 0.0047 0.4% 14% False False 24,152
80 1.1503 1.0974 0.0529 4.8% 0.0046 0.4% 9% False False 18,128
100 1.1503 1.0974 0.0529 4.8% 0.0046 0.4% 9% False False 14,512
120 1.1513 1.0974 0.0539 4.9% 0.0042 0.4% 9% False False 12,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1234
2.618 1.1157
1.618 1.1110
1.000 1.1081
0.618 1.1063
HIGH 1.1034
0.618 1.1016
0.500 1.1011
0.382 1.1005
LOW 1.0987
0.618 1.0958
1.000 1.0940
1.618 1.0911
2.618 1.0864
4.250 1.0787
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1.1017 1.1031
PP 1.1014 1.1027
S1 1.1011 1.1024

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

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