CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 1.0973 1.0917 -0.0056 -0.5% 1.1072
High 1.0987 1.0943 -0.0044 -0.4% 1.1081
Low 1.0926 1.0904 -0.0022 -0.2% 1.0926
Close 1.0943 1.0927 -0.0016 -0.1% 1.0943
Range 0.0061 0.0039 -0.0022 -36.1% 0.0155
ATR 0.0049 0.0049 -0.0001 -1.5% 0.0000
Volume 41,835 25,742 -16,093 -38.5% 154,098
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1042 1.1023 1.0948
R3 1.1003 1.0984 1.0938
R2 1.0964 1.0964 1.0934
R1 1.0945 1.0945 1.0931 1.0955
PP 1.0925 1.0925 1.0925 1.0929
S1 1.0906 1.0906 1.0923 1.0916
S2 1.0886 1.0886 1.0920
S3 1.0847 1.0867 1.0916
S4 1.0808 1.0828 1.0906
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1448 1.1351 1.1028
R3 1.1293 1.1196 1.0986
R2 1.1138 1.1138 1.0971
R1 1.1041 1.1041 1.0957 1.1012
PP 1.0983 1.0983 1.0983 1.0969
S1 1.0886 1.0886 1.0929 1.0857
S2 1.0828 1.0828 1.0915
S3 1.0673 1.0731 1.0900
S4 1.0518 1.0576 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0904 0.0136 1.2% 0.0048 0.4% 17% False True 31,187
10 1.1084 1.0904 0.0180 1.6% 0.0053 0.5% 13% False True 31,509
20 1.1084 1.0904 0.0180 1.6% 0.0050 0.5% 13% False True 35,291
40 1.1298 1.0904 0.0394 3.6% 0.0046 0.4% 6% False True 33,333
60 1.1298 1.0904 0.0394 3.6% 0.0050 0.5% 6% False True 28,855
80 1.1503 1.0904 0.0599 5.5% 0.0048 0.4% 4% False True 21,705
100 1.1503 1.0904 0.0599 5.5% 0.0047 0.4% 4% False True 17,373
120 1.1513 1.0904 0.0609 5.6% 0.0045 0.4% 4% False True 14,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.1045
1.618 1.1006
1.000 1.0982
0.618 1.0967
HIGH 1.0943
0.618 1.0928
0.500 1.0924
0.382 1.0919
LOW 1.0904
0.618 1.0880
1.000 1.0865
1.618 1.0841
2.618 1.0802
4.250 1.0738
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 1.0926 1.0946
PP 1.0925 1.0939
S1 1.0924 1.0933

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

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