CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 1.1264 1.1257 -0.0007 -0.1% 1.1195
High 1.1264 1.1257 -0.0007 -0.1% 1.1243
Low 1.1263 1.1198 -0.0065 -0.6% 1.1193
Close 1.1263 1.1203 -0.0060 -0.5% 1.1239
Range 0.0001 0.0059 0.0058 5,800.0% 0.0050
ATR 0.0029 0.0031 0.0003 9.0% 0.0000
Volume 42 1 -41 -97.6% 69
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1396 1.1359 1.1235
R3 1.1337 1.1300 1.1219
R2 1.1278 1.1278 1.1214
R1 1.1241 1.1241 1.1208 1.1230
PP 1.1219 1.1219 1.1219 1.1214
S1 1.1182 1.1182 1.1198 1.1171
S2 1.1160 1.1160 1.1192
S3 1.1101 1.1123 1.1187
S4 1.1042 1.1064 1.1171
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1375 1.1357 1.1267
R3 1.1325 1.1307 1.1253
R2 1.1275 1.1275 1.1248
R1 1.1257 1.1257 1.1244 1.1266
PP 1.1225 1.1225 1.1225 1.1230
S1 1.1207 1.1207 1.1234 1.1216
S2 1.1175 1.1175 1.1230
S3 1.1125 1.1157 1.1225
S4 1.1075 1.1107 1.1212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1198 0.0107 1.0% 0.0028 0.2% 5% False True 41
10 1.1305 1.1174 0.0131 1.2% 0.0017 0.2% 22% False False 26
20 1.1305 1.1118 0.0187 1.7% 0.0014 0.1% 45% False False 14
40 1.1396 1.1118 0.0278 2.5% 0.0010 0.1% 31% False False 9
60 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 24% False False 7
80 1.1491 1.1118 0.0373 3.3% 0.0006 0.1% 23% False False 23
100 1.1491 1.1118 0.0373 3.3% 0.0005 0.0% 23% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 1.1508
2.618 1.1411
1.618 1.1352
1.000 1.1316
0.618 1.1293
HIGH 1.1257
0.618 1.1234
0.500 1.1228
0.382 1.1221
LOW 1.1198
0.618 1.1162
1.000 1.1139
1.618 1.1103
2.618 1.1044
4.250 1.0947
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 1.1228 1.1252
PP 1.1219 1.1235
S1 1.1211 1.1219

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

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