CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 1.1214 1.1208 -0.0006 -0.1% 1.1193
High 1.1227 1.1217 -0.0010 -0.1% 1.1243
Low 1.1214 1.1174 -0.0040 -0.4% 1.1190
Close 1.1227 1.1178 -0.0049 -0.4% 1.1224
Range 0.0013 0.0043 0.0030 230.8% 0.0053
ATR 0.0026 0.0028 0.0002 7.3% 0.0000
Volume 14 4 -10 -71.4% 58
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1319 1.1291 1.1202
R3 1.1276 1.1248 1.1190
R2 1.1233 1.1233 1.1186
R1 1.1205 1.1205 1.1182 1.1198
PP 1.1190 1.1190 1.1190 1.1186
S1 1.1162 1.1162 1.1174 1.1155
S2 1.1147 1.1147 1.1170
S3 1.1104 1.1119 1.1166
S4 1.1061 1.1076 1.1154
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1378 1.1354 1.1253
R3 1.1325 1.1301 1.1239
R2 1.1272 1.1272 1.1234
R1 1.1248 1.1248 1.1229 1.1260
PP 1.1219 1.1219 1.1219 1.1225
S1 1.1195 1.1195 1.1219 1.1207
S2 1.1166 1.1166 1.1214
S3 1.1113 1.1142 1.1209
S4 1.1060 1.1089 1.1195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.1174 0.0069 0.6% 0.0019 0.2% 6% False True 13
10 1.1305 1.1174 0.0131 1.2% 0.0020 0.2% 3% False True 24
20 1.1305 1.1133 0.0172 1.5% 0.0017 0.2% 26% False False 17
40 1.1305 1.1118 0.0187 1.7% 0.0013 0.1% 32% False False 10
60 1.1468 1.1118 0.0350 3.1% 0.0009 0.1% 17% False False 8
80 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 17% False False 10
100 1.1491 1.1118 0.0373 3.3% 0.0006 0.1% 16% 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 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1330
1.618 1.1287
1.000 1.1260
0.618 1.1244
HIGH 1.1217
0.618 1.1201
0.500 1.1196
0.382 1.1190
LOW 1.1174
0.618 1.1147
1.000 1.1131
1.618 1.1104
2.618 1.1061
4.250 1.0991
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 1.1196 1.1201
PP 1.1190 1.1193
S1 1.1184 1.1186

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

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