CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 1.1027 1.1002 -0.0025 -0.2% 1.1045
High 1.1037 1.1080 0.0043 0.4% 1.1080
Low 1.1000 1.1002 0.0002 0.0% 1.0986
Close 1.1013 1.1055 0.0042 0.4% 1.1055
Range 0.0037 0.0078 0.0041 110.8% 0.0094
ATR 0.0030 0.0034 0.0003 11.1% 0.0000
Volume 21 13 -8 -38.1% 84
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1280 1.1245 1.1098
R3 1.1202 1.1167 1.1076
R2 1.1124 1.1124 1.1069
R1 1.1089 1.1089 1.1062 1.1107
PP 1.1046 1.1046 1.1046 1.1054
S1 1.1011 1.1011 1.1048 1.1029
S2 1.0968 1.0968 1.1041
S3 1.0890 1.0933 1.1034
S4 1.0812 1.0855 1.1012
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1322 1.1283 1.1107
R3 1.1228 1.1189 1.1081
R2 1.1134 1.1134 1.1072
R1 1.1095 1.1095 1.1064 1.1115
PP 1.1040 1.1040 1.1040 1.1050
S1 1.1001 1.1001 1.1046 1.1021
S2 1.0946 1.0946 1.1038
S3 1.0852 1.0907 1.1029
S4 1.0758 1.0813 1.1003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0986 0.0094 0.9% 0.0036 0.3% 73% True False 16
10 1.1080 1.0986 0.0094 0.9% 0.0034 0.3% 73% True False 26
20 1.1227 1.0986 0.0241 2.2% 0.0028 0.3% 29% False False 29
40 1.1305 1.0986 0.0319 2.9% 0.0022 0.2% 22% False False 23
60 1.1305 1.0986 0.0319 2.9% 0.0017 0.2% 22% False False 16
80 1.1468 1.0986 0.0482 4.4% 0.0013 0.1% 14% False False 13
100 1.1468 1.0986 0.0482 4.4% 0.0011 0.1% 14% False False 17
120 1.1491 1.0986 0.0505 4.6% 0.0009 0.1% 14% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 1.1412
2.618 1.1284
1.618 1.1206
1.000 1.1158
0.618 1.1128
HIGH 1.1080
0.618 1.1050
0.500 1.1041
0.382 1.1032
LOW 1.1002
0.618 1.0954
1.000 1.0924
1.618 1.0876
2.618 1.0798
4.250 1.0671
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 1.1050 1.1048
PP 1.1046 1.1040
S1 1.1041 1.1033

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

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