CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 1.1010 1.1045 0.0035 0.3% 1.1065
High 1.1063 1.1045 -0.0018 -0.2% 1.1076
Low 1.1006 1.1039 0.0033 0.3% 1.1000
Close 1.1051 1.1039 -0.0012 -0.1% 1.1051
Range 0.0057 0.0006 -0.0051 -89.5% 0.0076
ATR 0.0029 0.0028 -0.0001 -4.2% 0.0000
Volume 25 30 5 20.0% 185
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1059 1.1055 1.1042
R3 1.1053 1.1049 1.1041
R2 1.1047 1.1047 1.1040
R1 1.1043 1.1043 1.1040 1.1042
PP 1.1041 1.1041 1.1041 1.1041
S1 1.1037 1.1037 1.1038 1.1036
S2 1.1035 1.1035 1.1038
S3 1.1029 1.1031 1.1037
S4 1.1023 1.1025 1.1036
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1270 1.1237 1.1093
R3 1.1194 1.1161 1.1072
R2 1.1118 1.1118 1.1065
R1 1.1085 1.1085 1.1058 1.1064
PP 1.1042 1.1042 1.1042 1.1032
S1 1.1009 1.1009 1.1044 1.0988
S2 1.0966 1.0966 1.1037
S3 1.0890 1.0933 1.1030
S4 1.0814 1.0857 1.1009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1066 1.1000 0.0066 0.6% 0.0031 0.3% 59% False False 31
10 1.1150 1.1000 0.0150 1.4% 0.0028 0.3% 26% False False 41
20 1.1243 1.1000 0.0243 2.2% 0.0021 0.2% 16% False False 29
40 1.1305 1.1000 0.0305 2.8% 0.0018 0.2% 13% False False 22
60 1.1305 1.1000 0.0305 2.8% 0.0014 0.1% 13% False False 15
80 1.1468 1.1000 0.0468 4.2% 0.0011 0.1% 8% False False 12
100 1.1491 1.1000 0.0491 4.4% 0.0009 0.1% 8% False False 22
120 1.1491 1.1000 0.0491 4.4% 0.0008 0.1% 8% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1071
2.618 1.1061
1.618 1.1055
1.000 1.1051
0.618 1.1049
HIGH 1.1045
0.618 1.1043
0.500 1.1042
0.382 1.1041
LOW 1.1039
0.618 1.1035
1.000 1.1033
1.618 1.1029
2.618 1.1023
4.250 1.1014
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 1.1042 1.1037
PP 1.1041 1.1034
S1 1.1040 1.1032

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

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