CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.1081 1.1060 -0.0021 -0.2% 1.1157
High 1.1081 1.1060 -0.0021 -0.2% 1.1162
Low 1.1081 1.1050 -0.0031 -0.3% 1.1077
Close 1.1081 1.1050 -0.0031 -0.3% 1.1077
Range 0.0000 0.0010 0.0010 0.0085
ATR 0.0020 0.0021 0.0001 3.9% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1083 1.1077 1.1056
R3 1.1073 1.1067 1.1053
R2 1.1063 1.1063 1.1052
R1 1.1057 1.1057 1.1051 1.1055
PP 1.1053 1.1053 1.1053 1.1053
S1 1.1047 1.1047 1.1049 1.1045
S2 1.1043 1.1043 1.1048
S3 1.1033 1.1037 1.1047
S4 1.1023 1.1027 1.1045
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 1.1103 1.1050 0.0053 0.5% 0.0002 0.0% 0% False True 1
10 1.1167 1.1050 0.0117 1.1% 0.0002 0.0% 0% False True 9
20 1.1299 1.1050 0.0249 2.3% 0.0003 0.0% 0% False True 12
40 1.1309 1.1050 0.0259 2.3% 0.0002 0.0% 0% False True 6
60 1.1481 1.1050 0.0431 3.9% 0.0002 0.0% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1103
2.618 1.1086
1.618 1.1076
1.000 1.1070
0.618 1.1066
HIGH 1.1060
0.618 1.1056
0.500 1.1055
0.382 1.1054
LOW 1.1050
0.618 1.1044
1.000 1.1040
1.618 1.1034
2.618 1.1024
4.250 1.1008
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.1055 1.1066
PP 1.1053 1.1060
S1 1.1052 1.1055

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

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