CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1.1024 1.1026 0.0002 0.0% 1.1157
High 1.1024 1.1026 0.0002 0.0% 1.1162
Low 1.1024 1.1026 0.0002 0.0% 1.1077
Close 1.1024 1.1026 0.0002 0.0% 1.1077
Range
ATR 0.0021 0.0020 -0.0001 -6.5% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1026 1.1026 1.1026
R3 1.1026 1.1026 1.1026
R2 1.1026 1.1026 1.1026
R1 1.1026 1.1026 1.1026 1.1026
PP 1.1026 1.1026 1.1026 1.1026
S1 1.1026 1.1026 1.1026 1.1026
S2 1.1026 1.1026 1.1026
S3 1.1026 1.1026 1.1026
S4 1.1026 1.1026 1.1026
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 1.1081 1.1024 0.0057 0.5% 0.0002 0.0% 4% False False 1
10 1.1163 1.1024 0.0139 1.3% 0.0002 0.0% 1% False False 5
20 1.1256 1.1024 0.0232 2.1% 0.0003 0.0% 1% False False 12
40 1.1309 1.1024 0.0285 2.6% 0.0002 0.0% 1% False False 6
60 1.1451 1.1024 0.0427 3.9% 0.0002 0.0% 0% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1026
2.618 1.1026
1.618 1.1026
1.000 1.1026
0.618 1.1026
HIGH 1.1026
0.618 1.1026
0.500 1.1026
0.382 1.1026
LOW 1.1026
0.618 1.1026
1.000 1.1026
1.618 1.1026
2.618 1.1026
4.250 1.1026
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1.1026 1.1042
PP 1.1026 1.1037
S1 1.1026 1.1031

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

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