CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.1065 1.1066 0.0001 0.0% 1.1155
High 1.1076 1.1066 -0.0010 -0.1% 1.1155
Low 1.1065 1.1033 -0.0032 -0.3% 1.1066
Close 1.1070 1.1039 -0.0031 -0.3% 1.1066
Range 0.0011 0.0033 0.0022 200.0% 0.0089
ATR 0.0025 0.0026 0.0001 3.3% 0.0000
Volume 58 25 -33 -56.9% 201
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1145 1.1125 1.1057
R3 1.1112 1.1092 1.1048
R2 1.1079 1.1079 1.1045
R1 1.1059 1.1059 1.1042 1.1053
PP 1.1046 1.1046 1.1046 1.1043
S1 1.1026 1.1026 1.1036 1.1020
S2 1.1013 1.1013 1.1033
S3 1.0980 1.0993 1.1030
S4 1.0947 1.0960 1.1021
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 1.1106 1.1033 0.0073 0.7% 0.0020 0.2% 8% False True 48
10 1.1160 1.1033 0.0127 1.2% 0.0021 0.2% 5% False True 39
20 1.1305 1.1033 0.0272 2.5% 0.0020 0.2% 2% False True 31
40 1.1305 1.1033 0.0272 2.5% 0.0016 0.1% 2% False True 19
60 1.1468 1.1033 0.0435 3.9% 0.0012 0.1% 1% False True 13
80 1.1468 1.1033 0.0435 3.9% 0.0010 0.1% 1% False True 11
100 1.1491 1.1033 0.0458 4.1% 0.0008 0.1% 1% False True 27
120 1.1491 1.1033 0.0458 4.1% 0.0007 0.1% 1% False True 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1206
2.618 1.1152
1.618 1.1119
1.000 1.1099
0.618 1.1086
HIGH 1.1066
0.618 1.1053
0.500 1.1050
0.382 1.1046
LOW 1.1033
0.618 1.1013
1.000 1.1000
1.618 1.0980
2.618 1.0947
4.250 1.0893
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.1050 1.1065
PP 1.1046 1.1056
S1 1.1043 1.1048

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

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