CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.1157 1.1107 -0.0050 -0.4% 1.1239
High 1.1162 1.1107 -0.0055 -0.5% 1.1239
Low 1.1157 1.1107 -0.0050 -0.4% 1.1154
Close 1.1162 1.1107 -0.0055 -0.5% 1.1163
Range 0.0005 0.0000 -0.0005 -100.0% 0.0085
ATR 0.0022 0.0024 0.0002 11.0% 0.0000
Volume 21 1 -20 -95.2% 105
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1107 1.1107 1.1107
R3 1.1107 1.1107 1.1107
R2 1.1107 1.1107 1.1107
R1 1.1107 1.1107 1.1107 1.1107
PP 1.1107 1.1107 1.1107 1.1107
S1 1.1107 1.1107 1.1107 1.1107
S2 1.1107 1.1107 1.1107
S3 1.1107 1.1107 1.1107
S4 1.1107 1.1107 1.1107
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 1.1167 1.1107 0.0060 0.5% 0.0001 0.0% 0% False True 17
10 1.1255 1.1107 0.0148 1.3% 0.0001 0.0% 0% False True 19
20 1.1309 1.1107 0.0202 1.8% 0.0003 0.0% 0% False True 12
40 1.1309 1.1107 0.0202 1.8% 0.0001 0.0% 0% False True 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1107
2.618 1.1107
1.618 1.1107
1.000 1.1107
0.618 1.1107
HIGH 1.1107
0.618 1.1107
0.500 1.1107
0.382 1.1107
LOW 1.1107
0.618 1.1107
1.000 1.1107
1.618 1.1107
2.618 1.1107
4.250 1.1107
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.1107 1.1135
PP 1.1107 1.1126
S1 1.1107 1.1116

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

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