CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 1.1077 1.1081 0.0004 0.0% 1.1157
High 1.1077 1.1081 0.0004 0.0% 1.1162
Low 1.1077 1.1081 0.0004 0.0% 1.1077
Close 1.1077 1.1081 0.0004 0.0% 1.1077
Range
ATR 0.0021 0.0020 -0.0001 -5.8% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1081 1.1081 1.1081
R3 1.1081 1.1081 1.1081
R2 1.1081 1.1081 1.1081
R1 1.1081 1.1081 1.1081 1.1081
PP 1.1081 1.1081 1.1081 1.1081
S1 1.1081 1.1081 1.1081 1.1081
S2 1.1081 1.1081 1.1081
S3 1.1081 1.1081 1.1081
S4 1.1081 1.1081 1.1081
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1360 1.1304 1.1124
R3 1.1275 1.1219 1.1100
R2 1.1190 1.1190 1.1093
R1 1.1134 1.1134 1.1085 1.1120
PP 1.1105 1.1105 1.1105 1.1098
S1 1.1049 1.1049 1.1069 1.1035
S2 1.1020 1.1020 1.1061
S3 1.0935 1.0964 1.1054
S4 1.0850 1.0879 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1107 1.1077 0.0030 0.3% 0.0000 0.0% 13% False False 1
10 1.1190 1.1077 0.0113 1.0% 0.0001 0.0% 4% False False 11
20 1.1309 1.1077 0.0232 2.1% 0.0003 0.0% 2% False False 12
40 1.1309 1.1077 0.0232 2.1% 0.0001 0.0% 2% False False 6
60 1.1481 1.1077 0.0404 3.6% 0.0001 0.0% 1% 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 1.1081
2.618 1.1081
1.618 1.1081
1.000 1.1081
0.618 1.1081
HIGH 1.1081
0.618 1.1081
0.500 1.1081
0.382 1.1081
LOW 1.1081
0.618 1.1081
1.000 1.1081
1.618 1.1081
2.618 1.1081
4.250 1.1081
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 1.1081 1.1089
PP 1.1081 1.1086
S1 1.1081 1.1084

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

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