CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 1.1091 1.1090 -0.0001 0.0% 1.1155
High 1.1106 1.1097 -0.0009 -0.1% 1.1155
Low 1.1091 1.1066 -0.0025 -0.2% 1.1066
Close 1.1091 1.1066 -0.0025 -0.2% 1.1066
Range 0.0015 0.0031 0.0016 106.7% 0.0089
ATR 0.0026 0.0026 0.0000 1.4% 0.0000
Volume 30 40 10 33.3% 201
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1169 1.1149 1.1083
R3 1.1138 1.1118 1.1075
R2 1.1107 1.1107 1.1072
R1 1.1087 1.1087 1.1069 1.1082
PP 1.1076 1.1076 1.1076 1.1074
S1 1.1056 1.1056 1.1063 1.1051
S2 1.1045 1.1045 1.1060
S3 1.1014 1.1025 1.1057
S4 1.0983 1.0994 1.1049
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1363 1.1303 1.1115
R3 1.1274 1.1214 1.1090
R2 1.1185 1.1185 1.1082
R1 1.1125 1.1125 1.1074 1.1111
PP 1.1096 1.1096 1.1096 1.1088
S1 1.1036 1.1036 1.1058 1.1022
S2 1.1007 1.1007 1.1050
S3 1.0918 1.0947 1.1042
S4 1.0829 1.0858 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1155 1.1066 0.0089 0.8% 0.0024 0.2% 0% False True 40
10 1.1227 1.1066 0.0161 1.5% 0.0022 0.2% 0% False True 32
20 1.1305 1.1066 0.0239 2.2% 0.0021 0.2% 0% False True 29
40 1.1305 1.1066 0.0239 2.2% 0.0016 0.1% 0% False True 17
60 1.1468 1.1066 0.0402 3.6% 0.0011 0.1% 0% False True 12
80 1.1468 1.1066 0.0402 3.6% 0.0009 0.1% 0% False True 10
100 1.1491 1.1066 0.0425 3.8% 0.0008 0.1% 0% False True 30
120 1.1491 1.1066 0.0425 3.8% 0.0007 0.1% 0% False True 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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1229
2.618 1.1178
1.618 1.1147
1.000 1.1128
0.618 1.1116
HIGH 1.1097
0.618 1.1085
0.500 1.1082
0.382 1.1078
LOW 1.1066
0.618 1.1047
1.000 1.1035
1.618 1.1016
2.618 1.0985
4.250 1.0934
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 1.1082 1.1086
PP 1.1076 1.1079
S1 1.1071 1.1073

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

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