CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 1.1229 1.1217 -0.0012 -0.1% 1.1172
High 1.1229 1.1217 -0.0012 -0.1% 1.1212
Low 1.1229 1.1217 -0.0012 -0.1% 1.1146
Close 1.1229 1.1217 -0.0012 -0.1% 1.1192
Range
ATR 0.0024 0.0023 -0.0001 -3.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1217 1.1217 1.1217
R3 1.1217 1.1217 1.1217
R2 1.1217 1.1217 1.1217
R1 1.1217 1.1217 1.1217 1.1217
PP 1.1217 1.1217 1.1217 1.1217
S1 1.1217 1.1217 1.1217 1.1217
S2 1.1217 1.1217 1.1217
S3 1.1217 1.1217 1.1217
S4 1.1217 1.1217 1.1217
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1381 1.1353 1.1228
R3 1.1315 1.1287 1.1210
R2 1.1249 1.1249 1.1204
R1 1.1221 1.1221 1.1198 1.1235
PP 1.1183 1.1183 1.1183 1.1191
S1 1.1155 1.1155 1.1186 1.1169
S2 1.1117 1.1117 1.1180
S3 1.1051 1.1089 1.1174
S4 1.0985 1.1023 1.1156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1229 1.1192 0.0037 0.3% 0.0000 0.0% 68% False False 1
10 1.1229 1.1137 0.0092 0.8% 0.0000 0.0% 87% False False 1
20 1.1251 1.1137 0.0114 1.0% 0.0000 0.0% 70% False False 1
40 1.1481 1.1137 0.0344 3.1% 0.0001 0.0% 23% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1217
2.618 1.1217
1.618 1.1217
1.000 1.1217
0.618 1.1217
HIGH 1.1217
0.618 1.1217
0.500 1.1217
0.382 1.1217
LOW 1.1217
0.618 1.1217
1.000 1.1217
1.618 1.1217
2.618 1.1217
4.250 1.1217
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 1.1217 1.1221
PP 1.1217 1.1220
S1 1.1217 1.1218

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

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