CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.0922 1.0900 -0.0022 -0.2% 1.1072
High 1.0945 1.0945 0.0000 0.0% 1.1081
Low 1.0894 1.0889 -0.0005 0.0% 1.0926
Close 1.0903 1.0934 0.0031 0.3% 1.0943
Range 0.0051 0.0056 0.0005 9.8% 0.0155
ATR 0.0049 0.0049 0.0001 1.1% 0.0000
Volume 39,861 47,424 7,563 19.0% 154,098
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1091 1.1068 1.0965
R3 1.1035 1.1012 1.0949
R2 1.0979 1.0979 1.0944
R1 1.0956 1.0956 1.0939 1.0968
PP 1.0923 1.0923 1.0923 1.0928
S1 1.0900 1.0900 1.0929 1.0912
S2 1.0867 1.0867 1.0924
S3 1.0811 1.0844 1.0919
S4 1.0755 1.0788 1.0903
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 1.0987 1.0889 0.0098 0.9% 0.0050 0.5% 46% False True 36,587
10 1.1084 1.0889 0.0195 1.8% 0.0052 0.5% 23% False True 33,833
20 1.1084 1.0889 0.0195 1.8% 0.0051 0.5% 23% False True 35,372
40 1.1277 1.0889 0.0388 3.5% 0.0046 0.4% 12% False True 33,823
60 1.1298 1.0889 0.0409 3.7% 0.0050 0.5% 11% False True 30,291
80 1.1503 1.0889 0.0614 5.6% 0.0048 0.4% 7% False True 22,795
100 1.1503 1.0889 0.0614 5.6% 0.0047 0.4% 7% False True 18,245
120 1.1513 1.0889 0.0624 5.7% 0.0045 0.4% 7% False True 15,209
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 True
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 1.1183
2.618 1.1092
1.618 1.1036
1.000 1.1001
0.618 1.0980
HIGH 1.0945
0.618 1.0924
0.500 1.0917
0.382 1.0910
LOW 1.0889
0.618 1.0854
1.000 1.0833
1.618 1.0798
2.618 1.0742
4.250 1.0651
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.0928 1.0928
PP 1.0923 1.0923
S1 1.0917 1.0917

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

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