CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 1.1090 1.1065 -0.0025 -0.2% 1.1155
High 1.1097 1.1076 -0.0021 -0.2% 1.1155
Low 1.1066 1.1065 -0.0001 0.0% 1.1066
Close 1.1066 1.1070 0.0004 0.0% 1.1066
Range 0.0031 0.0011 -0.0020 -64.5% 0.0089
ATR 0.0026 0.0025 -0.0001 -4.2% 0.0000
Volume 40 58 18 45.0% 201
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1103 1.1098 1.1076
R3 1.1092 1.1087 1.1073
R2 1.1081 1.1081 1.1072
R1 1.1076 1.1076 1.1071 1.1079
PP 1.1070 1.1070 1.1070 1.1072
S1 1.1065 1.1065 1.1069 1.1068
S2 1.1059 1.1059 1.1068
S3 1.1048 1.1054 1.1067
S4 1.1037 1.1043 1.1064
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 1.1150 1.1065 0.0085 0.8% 0.0025 0.2% 6% False True 51
10 1.1217 1.1065 0.0152 1.4% 0.0022 0.2% 3% False True 36
20 1.1305 1.1065 0.0240 2.2% 0.0021 0.2% 2% False True 31
40 1.1305 1.1065 0.0240 2.2% 0.0016 0.1% 2% False True 19
60 1.1468 1.1065 0.0403 3.6% 0.0012 0.1% 1% False True 13
80 1.1468 1.1065 0.0403 3.6% 0.0009 0.1% 1% False True 11
100 1.1491 1.1065 0.0426 3.8% 0.0008 0.1% 1% False True 29
120 1.1491 1.1065 0.0426 3.8% 0.0007 0.1% 1% False True 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1123
2.618 1.1105
1.618 1.1094
1.000 1.1087
0.618 1.1083
HIGH 1.1076
0.618 1.1072
0.500 1.1071
0.382 1.1069
LOW 1.1065
0.618 1.1058
1.000 1.1054
1.618 1.1047
2.618 1.1036
4.250 1.1018
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 1.1071 1.1086
PP 1.1070 1.1080
S1 1.1070 1.1075

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

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