CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 1.1026 1.1062 0.0036 0.3% 1.1081
High 1.1026 1.1062 0.0036 0.3% 1.1081
Low 1.1026 1.1062 0.0036 0.3% 1.1024
Close 1.1026 1.1062 0.0036 0.3% 1.1062
Range
ATR 0.0020 0.0021 0.0001 5.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1062 1.1062 1.1062
R3 1.1062 1.1062 1.1062
R2 1.1062 1.1062 1.1062
R1 1.1062 1.1062 1.1062 1.1062
PP 1.1062 1.1062 1.1062 1.1062
S1 1.1062 1.1062 1.1062 1.1062
S2 1.1062 1.1062 1.1062
S3 1.1062 1.1062 1.1062
S4 1.1062 1.1062 1.1062
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1227 1.1201 1.1093
R3 1.1170 1.1144 1.1078
R2 1.1113 1.1113 1.1072
R1 1.1087 1.1087 1.1067 1.1072
PP 1.1056 1.1056 1.1056 1.1048
S1 1.1030 1.1030 1.1057 1.1015
S2 1.0999 1.0999 1.1052
S3 1.0942 1.0973 1.1046
S4 1.0885 1.0916 1.1031
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% 67% False False 1
10 1.1162 1.1024 0.0138 1.2% 0.0002 0.0% 28% False False 3
20 1.1255 1.1024 0.0231 2.1% 0.0001 0.0% 16% False False 12
40 1.1309 1.1024 0.0285 2.6% 0.0002 0.0% 13% False False 6
60 1.1409 1.1024 0.0385 3.5% 0.0002 0.0% 10% 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 1.1062
2.618 1.1062
1.618 1.1062
1.000 1.1062
0.618 1.1062
HIGH 1.1062
0.618 1.1062
0.500 1.1062
0.382 1.1062
LOW 1.1062
0.618 1.1062
1.000 1.1062
1.618 1.1062
2.618 1.1062
4.250 1.1062
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 1.1062 1.1056
PP 1.1062 1.1049
S1 1.1062 1.1043

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

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