CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 1.1154 1.1167 0.0013 0.1% 1.1225
High 1.1154 1.1167 0.0013 0.1% 1.1255
Low 1.1154 1.1167 0.0013 0.1% 1.1225
Close 1.1154 1.1167 0.0013 0.1% 1.1237
Range
ATR 0.0025 0.0024 -0.0001 -3.5% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1167 1.1167 1.1167
R3 1.1167 1.1167 1.1167
R2 1.1167 1.1167 1.1167
R1 1.1167 1.1167 1.1167 1.1167
PP 1.1167 1.1167 1.1167 1.1167
S1 1.1167 1.1167 1.1167 1.1167
S2 1.1167 1.1167 1.1167
S3 1.1167 1.1167 1.1167
S4 1.1167 1.1167 1.1167
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 1.1239 1.1154 0.0085 0.8% 0.0000 0.0% 15% False False 21
10 1.1256 1.1154 0.0102 0.9% 0.0005 0.0% 13% False False 19
20 1.1309 1.1154 0.0155 1.4% 0.0003 0.0% 8% False False 10
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 17% False False 5
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 1.1167
2.618 1.1167
1.618 1.1167
1.000 1.1167
0.618 1.1167
HIGH 1.1167
0.618 1.1167
0.500 1.1167
0.382 1.1167
LOW 1.1167
0.618 1.1167
1.000 1.1167
1.618 1.1167
2.618 1.1167
4.250 1.1167
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 1.1167 1.1172
PP 1.1167 1.1170
S1 1.1167 1.1169

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

View Archives - Comment on this page... - Back to Index of Symbols