CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 1.1005 1.0986 -0.0019 -0.2% 1.1065
High 1.1011 1.1026 0.0015 0.1% 1.1076
Low 1.0993 1.0986 -0.0007 -0.1% 1.1000
Close 1.1006 1.1025 0.0019 0.2% 1.1051
Range 0.0018 0.0040 0.0022 122.2% 0.0076
ATR 0.0029 0.0030 0.0001 2.6% 0.0000
Volume 2 18 16 800.0% 185
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1132 1.1119 1.1047
R3 1.1092 1.1079 1.1036
R2 1.1052 1.1052 1.1032
R1 1.1039 1.1039 1.1029 1.1046
PP 1.1012 1.1012 1.1012 1.1016
S1 1.0999 1.0999 1.1021 1.1006
S2 1.0972 1.0972 1.1018
S3 1.0932 1.0959 1.1014
S4 1.0892 1.0919 1.1003
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 1.1063 1.0986 0.0077 0.7% 0.0030 0.3% 51% False True 17
10 1.1106 1.0986 0.0120 1.1% 0.0027 0.2% 33% False True 30
20 1.1227 1.0986 0.0241 2.2% 0.0023 0.2% 16% False True 29
40 1.1305 1.0986 0.0319 2.9% 0.0019 0.2% 12% False True 22
60 1.1305 1.0986 0.0319 2.9% 0.0015 0.1% 12% False True 16
80 1.1468 1.0986 0.0482 4.4% 0.0012 0.1% 8% False True 13
100 1.1482 1.0986 0.0496 4.5% 0.0010 0.1% 8% False True 20
120 1.1491 1.0986 0.0505 4.6% 0.0008 0.1% 8% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1196
2.618 1.1131
1.618 1.1091
1.000 1.1066
0.618 1.1051
HIGH 1.1026
0.618 1.1011
0.500 1.1006
0.382 1.1001
LOW 1.0986
0.618 1.0961
1.000 1.0946
1.618 1.0921
2.618 1.0881
4.250 1.0816
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 1.1019 1.1022
PP 1.1012 1.1019
S1 1.1006 1.1016

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

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