CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.1004 1.0945 -0.0059 -0.5% 1.1050
High 1.1004 1.0984 -0.0020 -0.2% 1.1090
Low 1.0954 1.0943 -0.0011 -0.1% 1.0998
Close 1.0962 1.0983 0.0021 0.2% 1.1088
Range 0.0050 0.0041 -0.0009 -18.0% 0.0092
ATR 0.0039 0.0039 0.0000 0.4% 0.0000
Volume 207 178 -29 -14.0% 122
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1093 1.1079 1.1006
R3 1.1052 1.1038 1.0994
R2 1.1011 1.1011 1.0991
R1 1.0997 1.0997 1.0987 1.1004
PP 1.0970 1.0970 1.0970 1.0974
S1 1.0956 1.0956 1.0979 1.0963
S2 1.0929 1.0929 1.0975
S3 1.0888 1.0915 1.0972
S4 1.0847 1.0874 1.0960
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1335 1.1303 1.1139
R3 1.1243 1.1211 1.1113
R2 1.1151 1.1151 1.1105
R1 1.1119 1.1119 1.1096 1.1135
PP 1.1059 1.1059 1.1059 1.1067
S1 1.1027 1.1027 1.1080 1.1043
S2 1.0967 1.0967 1.1071
S3 1.0875 1.0935 1.1063
S4 1.0783 1.0843 1.1037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1090 1.0943 0.0147 1.3% 0.0043 0.4% 27% False True 107
10 1.1090 1.0943 0.0147 1.3% 0.0043 0.4% 27% False True 65
20 1.1097 1.0943 0.0154 1.4% 0.0036 0.3% 26% False True 47
40 1.1305 1.0943 0.0362 3.3% 0.0028 0.3% 11% False True 37
60 1.1305 1.0943 0.0362 3.3% 0.0022 0.2% 11% False True 27
80 1.1468 1.0943 0.0525 4.8% 0.0017 0.2% 8% False True 21
100 1.1468 1.0943 0.0525 4.8% 0.0014 0.1% 8% False True 17
120 1.1491 1.0943 0.0548 5.0% 0.0012 0.1% 7% False True 34
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1158
2.618 1.1091
1.618 1.1050
1.000 1.1025
0.618 1.1009
HIGH 1.0984
0.618 1.0968
0.500 1.0964
0.382 1.0959
LOW 1.0943
0.618 1.0918
1.000 1.0902
1.618 1.0877
2.618 1.0836
4.250 1.0769
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.0977 1.0994
PP 1.0970 1.0990
S1 1.0964 1.0987

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

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