CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 1.1031 1.1020 -0.0011 -0.1% 1.1044
High 1.1034 1.1062 0.0028 0.3% 1.1074
Low 1.0987 1.0993 0.0006 0.1% 1.0974
Close 1.1020 1.1025 0.0005 0.0% 1.1048
Range 0.0047 0.0069 0.0022 46.8% 0.0100
ATR 0.0045 0.0047 0.0002 3.8% 0.0000
Volume 28,607 35,445 6,838 23.9% 185,555
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1234 1.1198 1.1063
R3 1.1165 1.1129 1.1044
R2 1.1096 1.1096 1.1038
R1 1.1060 1.1060 1.1031 1.1078
PP 1.1027 1.1027 1.1027 1.1036
S1 1.0991 1.0991 1.1019 1.1009
S2 1.0958 1.0958 1.1012
S3 1.0889 1.0922 1.1006
S4 1.0820 1.0853 1.0987
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 1.0985 0.0089 0.8% 0.0052 0.5% 45% False False 32,718
10 1.1074 1.0974 0.0100 0.9% 0.0050 0.4% 51% False False 36,912
20 1.1154 1.0974 0.0180 1.6% 0.0043 0.4% 28% False False 35,486
40 1.1298 1.0974 0.0324 2.9% 0.0046 0.4% 16% False False 33,354
60 1.1298 1.0974 0.0324 2.9% 0.0048 0.4% 16% False False 24,742
80 1.1503 1.0974 0.0529 4.8% 0.0047 0.4% 10% False False 18,570
100 1.1503 1.0974 0.0529 4.8% 0.0047 0.4% 10% False False 14,866
120 1.1513 1.0974 0.0539 4.9% 0.0043 0.4% 9% False False 12,389
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1355
2.618 1.1243
1.618 1.1174
1.000 1.1131
0.618 1.1105
HIGH 1.1062
0.618 1.1036
0.500 1.1028
0.382 1.1019
LOW 1.0993
0.618 1.0950
1.000 1.0924
1.618 1.0881
2.618 1.0812
4.250 1.0700
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 1.1028 1.1025
PP 1.1027 1.1025
S1 1.1026 1.1025

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

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