CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 1.1167 1.1163 -0.0004 0.0% 1.1239
High 1.1167 1.1163 -0.0004 0.0% 1.1239
Low 1.1167 1.1163 -0.0004 0.0% 1.1154
Close 1.1167 1.1163 -0.0004 0.0% 1.1163
Range
ATR 0.0024 0.0023 -0.0001 -6.0% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1163 1.1163 1.1163
R3 1.1163 1.1163 1.1163
R2 1.1163 1.1163 1.1163
R1 1.1163 1.1163 1.1163 1.1163
PP 1.1163 1.1163 1.1163 1.1163
S1 1.1163 1.1163 1.1163 1.1163
S2 1.1163 1.1163 1.1163
S3 1.1163 1.1163 1.1163
S4 1.1163 1.1163 1.1163
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1440 1.1387 1.1210
R3 1.1355 1.1302 1.1186
R2 1.1270 1.1270 1.1179
R1 1.1217 1.1217 1.1171 1.1201
PP 1.1185 1.1185 1.1185 1.1178
S1 1.1132 1.1132 1.1155 1.1116
S2 1.1100 1.1100 1.1147
S3 1.1015 1.1047 1.1140
S4 1.0930 1.0962 1.1116
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% 11% False False 21
10 1.1255 1.1154 0.0101 0.9% 0.0000 0.0% 9% False False 21
20 1.1309 1.1154 0.0155 1.4% 0.0003 0.0% 6% False False 11
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 15% False False 6
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 1.1163
2.618 1.1163
1.618 1.1163
1.000 1.1163
0.618 1.1163
HIGH 1.1163
0.618 1.1163
0.500 1.1163
0.382 1.1163
LOW 1.1163
0.618 1.1163
1.000 1.1163
1.618 1.1163
2.618 1.1163
4.250 1.1163
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 1.1163 1.1162
PP 1.1163 1.1161
S1 1.1163 1.1161

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

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