CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 1.1020 1.1022 0.0002 0.0% 1.1044
High 1.1062 1.1070 0.0008 0.1% 1.1074
Low 1.0993 1.1009 0.0016 0.1% 1.0974
Close 1.1025 1.1036 0.0011 0.1% 1.1048
Range 0.0069 0.0061 -0.0008 -11.6% 0.0100
ATR 0.0047 0.0048 0.0001 2.2% 0.0000
Volume 35,445 32,278 -3,167 -8.9% 185,555
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1221 1.1190 1.1070
R3 1.1160 1.1129 1.1053
R2 1.1099 1.1099 1.1047
R1 1.1068 1.1068 1.1042 1.1084
PP 1.1038 1.1038 1.1038 1.1046
S1 1.1007 1.1007 1.1030 1.1023
S2 1.0977 1.0977 1.1025
S3 1.0916 1.0946 1.1019
S4 1.0855 1.0885 1.1002
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 1.0987 0.0087 0.8% 0.0055 0.5% 56% False False 32,456
10 1.1074 1.0974 0.0100 0.9% 0.0052 0.5% 62% False False 35,484
20 1.1153 1.0974 0.0179 1.6% 0.0045 0.4% 35% False False 35,500
40 1.1298 1.0974 0.0324 2.9% 0.0046 0.4% 19% False False 33,235
60 1.1298 1.0974 0.0324 2.9% 0.0048 0.4% 19% False False 25,278
80 1.1503 1.0974 0.0529 4.8% 0.0047 0.4% 12% False False 18,973
100 1.1503 1.0974 0.0529 4.8% 0.0047 0.4% 12% False False 15,189
120 1.1513 1.0974 0.0539 4.9% 0.0043 0.4% 12% False False 12,658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1329
2.618 1.1230
1.618 1.1169
1.000 1.1131
0.618 1.1108
HIGH 1.1070
0.618 1.1047
0.500 1.1040
0.382 1.1032
LOW 1.1009
0.618 1.0971
1.000 1.0948
1.618 1.0910
2.618 1.0849
4.250 1.0750
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 1.1040 1.1034
PP 1.1038 1.1031
S1 1.1037 1.1029

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

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