CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 1.1237 1.1239 0.0002 0.0% 1.1225
High 1.1237 1.1239 0.0002 0.0% 1.1255
Low 1.1237 1.1239 0.0002 0.0% 1.1225
Close 1.1237 1.1239 0.0002 0.0% 1.1237
Range
ATR 0.0024 0.0022 -0.0002 -6.5% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1239 1.1239 1.1239
R3 1.1239 1.1239 1.1239
R2 1.1239 1.1239 1.1239
R1 1.1239 1.1239 1.1239 1.1239
PP 1.1239 1.1239 1.1239 1.1239
S1 1.1239 1.1239 1.1239 1.1239
S2 1.1239 1.1239 1.1239
S3 1.1239 1.1239 1.1239
S4 1.1239 1.1239 1.1239
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1329 1.1313 1.1254
R3 1.1299 1.1283 1.1245
R2 1.1269 1.1269 1.1243
R1 1.1253 1.1253 1.1240 1.1261
PP 1.1239 1.1239 1.1239 1.1243
S1 1.1223 1.1223 1.1234 1.1231
S2 1.1209 1.1209 1.1232
S3 1.1179 1.1193 1.1229
S4 1.1149 1.1163 1.1221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1255 1.1228 0.0027 0.2% 0.0000 0.0% 41% False False 21
10 1.1309 1.1205 0.0104 0.9% 0.0005 0.0% 33% False False 13
20 1.1309 1.1146 0.0163 1.5% 0.0003 0.0% 57% False False 7
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 59% False False 4
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1239
2.618 1.1239
1.618 1.1239
1.000 1.1239
0.618 1.1239
HIGH 1.1239
0.618 1.1239
0.500 1.1239
0.382 1.1239
LOW 1.1239
0.618 1.1239
1.000 1.1239
1.618 1.1239
2.618 1.1239
4.250 1.1239
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 1.1239 1.1238
PP 1.1239 1.1236
S1 1.1239 1.1235

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

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