CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 1.1050 1.1016 -0.0034 -0.3% 1.1081
High 1.1050 1.1016 -0.0034 -0.3% 1.1081
Low 1.1050 1.1016 -0.0034 -0.3% 1.1024
Close 1.1050 1.1016 -0.0034 -0.3% 1.1062
Range
ATR 0.0020 0.0021 0.0001 4.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1016 1.1016 1.1016
R3 1.1016 1.1016 1.1016
R2 1.1016 1.1016 1.1016
R1 1.1016 1.1016 1.1016 1.1016
PP 1.1016 1.1016 1.1016 1.1016
S1 1.1016 1.1016 1.1016 1.1016
S2 1.1016 1.1016 1.1016
S3 1.1016 1.1016 1.1016
S4 1.1016 1.1016 1.1016
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 1.1062 1.1016 0.0046 0.4% 0.0000 0.0% 0% False True 1
10 1.1103 1.1016 0.0087 0.8% 0.0001 0.0% 0% False True 1
20 1.1255 1.1016 0.0239 2.2% 0.0001 0.0% 0% False True 10
40 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 0% False True 6
60 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 0% False True 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 1.1016
2.618 1.1016
1.618 1.1016
1.000 1.1016
0.618 1.1016
HIGH 1.1016
0.618 1.1016
0.500 1.1016
0.382 1.1016
LOW 1.1016
0.618 1.1016
1.000 1.1016
1.618 1.1016
2.618 1.1016
4.250 1.1016
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 1.1016 1.1039
PP 1.1016 1.1031
S1 1.1016 1.1024

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

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