CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 1.1066 1.1029 -0.0037 -0.3% 1.1155
High 1.1066 1.1030 -0.0036 -0.3% 1.1155
Low 1.1033 1.1001 -0.0032 -0.3% 1.1066
Close 1.1039 1.1012 -0.0027 -0.2% 1.1066
Range 0.0033 0.0029 -0.0004 -12.1% 0.0089
ATR 0.0026 0.0027 0.0001 3.3% 0.0000
Volume 25 66 41 164.0% 201
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1101 1.1086 1.1028
R3 1.1072 1.1057 1.1020
R2 1.1043 1.1043 1.1017
R1 1.1028 1.1028 1.1015 1.1021
PP 1.1014 1.1014 1.1014 1.1011
S1 1.0999 1.0999 1.1009 1.0992
S2 1.0985 1.0985 1.1007
S3 1.0956 1.0970 1.1004
S4 1.0927 1.0941 1.0996
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 1.1001 0.0105 1.0% 0.0024 0.2% 10% False True 43
10 1.1157 1.1001 0.0156 1.4% 0.0022 0.2% 7% False True 39
20 1.1264 1.1001 0.0263 2.4% 0.0021 0.2% 4% False True 28
40 1.1305 1.1001 0.0304 2.8% 0.0016 0.1% 4% False True 20
60 1.1468 1.1001 0.0467 4.2% 0.0013 0.1% 2% False True 15
80 1.1468 1.1001 0.0467 4.2% 0.0010 0.1% 2% False True 12
100 1.1491 1.1001 0.0490 4.4% 0.0008 0.1% 2% False True 26
120 1.1491 1.1001 0.0490 4.4% 0.0007 0.1% 2% False True 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1153
2.618 1.1106
1.618 1.1077
1.000 1.1059
0.618 1.1048
HIGH 1.1030
0.618 1.1019
0.500 1.1016
0.382 1.1012
LOW 1.1001
0.618 1.0983
1.000 1.0972
1.618 1.0954
2.618 1.0925
4.250 1.0878
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 1.1016 1.1039
PP 1.1014 1.1030
S1 1.1013 1.1021

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

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