CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 1.1107 1.1103 -0.0004 0.0% 1.1239
High 1.1107 1.1103 -0.0004 0.0% 1.1239
Low 1.1107 1.1103 -0.0004 0.0% 1.1154
Close 1.1107 1.1103 -0.0004 0.0% 1.1163
Range
ATR 0.0024 0.0023 -0.0001 -6.0% 0.0000
Volume 1 1 0 0.0% 105
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1103 1.1103 1.1103
R3 1.1103 1.1103 1.1103
R2 1.1103 1.1103 1.1103
R1 1.1103 1.1103 1.1103 1.1103
PP 1.1103 1.1103 1.1103 1.1103
S1 1.1103 1.1103 1.1103 1.1103
S2 1.1103 1.1103 1.1103
S3 1.1103 1.1103 1.1103
S4 1.1103 1.1103 1.1103
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 1.1103 0.0064 0.6% 0.0001 0.0% 0% False True 13
10 1.1239 1.1103 0.0136 1.2% 0.0001 0.0% 0% False True 17
20 1.1309 1.1103 0.0206 1.9% 0.0003 0.0% 0% False True 12
40 1.1309 1.1103 0.0206 1.9% 0.0001 0.0% 0% False True 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 1.1103
2.618 1.1103
1.618 1.1103
1.000 1.1103
0.618 1.1103
HIGH 1.1103
0.618 1.1103
0.500 1.1103
0.382 1.1103
LOW 1.1103
0.618 1.1103
1.000 1.1103
1.618 1.1103
2.618 1.1103
4.250 1.1103
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 1.1103 1.1133
PP 1.1103 1.1123
S1 1.1103 1.1113

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

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