CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 1.1095 1.1091 -0.0004 0.0% 1.1214
High 1.1099 1.1106 0.0007 0.1% 1.1227
Low 1.1087 1.1091 0.0004 0.0% 1.1135
Close 1.1092 1.1091 -0.0001 0.0% 1.1150
Range 0.0012 0.0015 0.0003 25.0% 0.0092
ATR 0.0027 0.0026 -0.0001 -3.1% 0.0000
Volume 90 30 -60 -66.7% 124
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1141 1.1131 1.1099
R3 1.1126 1.1116 1.1095
R2 1.1111 1.1111 1.1094
R1 1.1101 1.1101 1.1092 1.1099
PP 1.1096 1.1096 1.1096 1.1095
S1 1.1086 1.1086 1.1090 1.1084
S2 1.1081 1.1081 1.1088
S3 1.1066 1.1071 1.1087
S4 1.1051 1.1056 1.1083
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 1.1155 1.1087 0.0068 0.6% 0.0022 0.2% 6% False False 32
10 1.1227 1.1087 0.0140 1.3% 0.0019 0.2% 3% False False 28
20 1.1305 1.1087 0.0218 2.0% 0.0020 0.2% 2% False False 28
40 1.1305 1.1087 0.0218 2.0% 0.0015 0.1% 2% False False 16
60 1.1468 1.1087 0.0381 3.4% 0.0011 0.1% 1% False False 12
80 1.1468 1.1087 0.0381 3.4% 0.0009 0.1% 1% False False 9
100 1.1491 1.1087 0.0404 3.6% 0.0007 0.1% 1% False False 31
120 1.1491 1.1070 0.0421 3.8% 0.0007 0.1% 5% False False 26
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1170
2.618 1.1145
1.618 1.1130
1.000 1.1121
0.618 1.1115
HIGH 1.1106
0.618 1.1100
0.500 1.1099
0.382 1.1097
LOW 1.1091
0.618 1.1082
1.000 1.1076
1.618 1.1067
2.618 1.1052
4.250 1.1027
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 1.1099 1.1119
PP 1.1096 1.1109
S1 1.1094 1.1100

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

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