CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 1.1251 1.1309 0.0058 0.5% 1.1213
High 1.1251 1.1309 0.0058 0.5% 1.1251
Low 1.1251 1.1309 0.0058 0.5% 1.1213
Close 1.1251 1.1309 0.0058 0.5% 1.1251
Range
ATR 0.0024 0.0027 0.0002 10.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1309 1.1309 1.1309
R3 1.1309 1.1309 1.1309
R2 1.1309 1.1309 1.1309
R1 1.1309 1.1309 1.1309 1.1309
PP 1.1309 1.1309 1.1309 1.1309
S1 1.1309 1.1309 1.1309 1.1309
S2 1.1309 1.1309 1.1309
S3 1.1309 1.1309 1.1309
S4 1.1309 1.1309 1.1309
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1352 1.1340 1.1272
R3 1.1314 1.1302 1.1261
R2 1.1276 1.1276 1.1258
R1 1.1264 1.1264 1.1254 1.1270
PP 1.1238 1.1238 1.1238 1.1242
S1 1.1226 1.1226 1.1248 1.1232
S2 1.1200 1.1200 1.1244
S3 1.1162 1.1188 1.1241
S4 1.1124 1.1150 1.1230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1309 1.1213 0.0096 0.8% 0.0000 0.0% 100% True False 1
10 1.1309 1.1146 0.0163 1.4% 0.0000 0.0% 100% True False 1
20 1.1309 1.1137 0.0172 1.5% 0.0000 0.0% 100% True False 1
40 1.1481 1.1137 0.0344 3.0% 0.0001 0.0% 50% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1309
2.618 1.1309
1.618 1.1309
1.000 1.1309
0.618 1.1309
HIGH 1.1309
0.618 1.1309
0.500 1.1309
0.382 1.1309
LOW 1.1309
0.618 1.1309
1.000 1.1309
1.618 1.1309
2.618 1.1309
4.250 1.1309
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 1.1309 1.1294
PP 1.1309 1.1278
S1 1.1309 1.1263

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

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