CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 1.1239 1.1190 -0.0049 -0.4% 1.1225
High 1.1239 1.1190 -0.0049 -0.4% 1.1255
Low 1.1239 1.1190 -0.0049 -0.4% 1.1225
Close 1.1239 1.1190 -0.0049 -0.4% 1.1237
Range
ATR 0.0022 0.0024 0.0002 8.5% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1190 1.1190 1.1190
R3 1.1190 1.1190 1.1190
R2 1.1190 1.1190 1.1190
R1 1.1190 1.1190 1.1190 1.1190
PP 1.1190 1.1190 1.1190 1.1190
S1 1.1190 1.1190 1.1190 1.1190
S2 1.1190 1.1190 1.1190
S3 1.1190 1.1190 1.1190
S4 1.1190 1.1190 1.1190
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 1.1190 0.0065 0.6% 0.0000 0.0% 0% False True 21
10 1.1299 1.1190 0.0109 1.0% 0.0005 0.0% 0% False True 15
20 1.1309 1.1146 0.0163 1.5% 0.0003 0.0% 27% False False 8
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 31% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1190
2.618 1.1190
1.618 1.1190
1.000 1.1190
0.618 1.1190
HIGH 1.1190
0.618 1.1190
0.500 1.1190
0.382 1.1190
LOW 1.1190
0.618 1.1190
1.000 1.1190
1.618 1.1190
2.618 1.1190
4.250 1.1190
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 1.1190 1.1215
PP 1.1190 1.1206
S1 1.1190 1.1198

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

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