CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.1155 1.1150 -0.0005 0.0% 1.1214
High 1.1155 1.1150 -0.0005 0.0% 1.1227
Low 1.1146 1.1095 -0.0051 -0.5% 1.1135
Close 1.1149 1.1095 -0.0054 -0.5% 1.1150
Range 0.0009 0.0055 0.0046 511.1% 0.0092
ATR 0.0026 0.0028 0.0002 8.1% 0.0000
Volume 4 37 33 825.0% 124
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1278 1.1242 1.1125
R3 1.1223 1.1187 1.1110
R2 1.1168 1.1168 1.1105
R1 1.1132 1.1132 1.1100 1.1123
PP 1.1113 1.1113 1.1113 1.1109
S1 1.1077 1.1077 1.1090 1.1068
S2 1.1058 1.1058 1.1085
S3 1.1003 1.1022 1.1080
S4 1.0948 1.0967 1.1065
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1447 1.1390 1.1201
R3 1.1355 1.1298 1.1175
R2 1.1263 1.1263 1.1167
R1 1.1206 1.1206 1.1158 1.1189
PP 1.1171 1.1171 1.1171 1.1162
S1 1.1114 1.1114 1.1142 1.1097
S2 1.1079 1.1079 1.1133
S3 1.0987 1.1022 1.1125
S4 1.0895 1.0930 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1160 1.1095 0.0065 0.6% 0.0021 0.2% 0% False True 29
10 1.1243 1.1095 0.0148 1.3% 0.0020 0.2% 0% False True 21
20 1.1305 1.1095 0.0210 1.9% 0.0019 0.2% 0% False True 24
40 1.1305 1.1095 0.0210 1.9% 0.0016 0.1% 0% False True 13
60 1.1468 1.1095 0.0373 3.4% 0.0010 0.1% 0% False True 10
80 1.1468 1.1095 0.0373 3.4% 0.0008 0.1% 0% False True 8
100 1.1491 1.1095 0.0396 3.6% 0.0007 0.1% 0% False True 30
120 1.1491 1.1061 0.0430 3.9% 0.0007 0.1% 8% False False 25
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1384
2.618 1.1294
1.618 1.1239
1.000 1.1205
0.618 1.1184
HIGH 1.1150
0.618 1.1129
0.500 1.1123
0.382 1.1116
LOW 1.1095
0.618 1.1061
1.000 1.1040
1.618 1.1006
2.618 1.0951
4.250 1.0861
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.1123 1.1125
PP 1.1113 1.1115
S1 1.1104 1.1105

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

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