CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 1.1036 1.1023 -0.0013 -0.1% 1.1081
High 1.1036 1.1023 -0.0013 -0.1% 1.1081
Low 1.1036 1.1023 -0.0013 -0.1% 1.1024
Close 1.1036 1.1023 -0.0013 -0.1% 1.1062
Range
ATR 0.0021 0.0021 -0.0001 -2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1023 1.1023 1.1023
R3 1.1023 1.1023 1.1023
R2 1.1023 1.1023 1.1023
R1 1.1023 1.1023 1.1023 1.1023
PP 1.1023 1.1023 1.1023 1.1023
S1 1.1023 1.1023 1.1023 1.1023
S2 1.1023 1.1023 1.1023
S3 1.1023 1.1023 1.1023
S4 1.1023 1.1023 1.1023
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% 15% False False 1
10 1.1081 1.1016 0.0065 0.6% 0.0001 0.0% 11% False False 1
20 1.1239 1.1016 0.0223 2.0% 0.0001 0.0% 3% False False 8
40 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 2% False False 6
60 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 2% 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 1.1023
2.618 1.1023
1.618 1.1023
1.000 1.1023
0.618 1.1023
HIGH 1.1023
0.618 1.1023
0.500 1.1023
0.382 1.1023
LOW 1.1023
0.618 1.1023
1.000 1.1023
1.618 1.1023
2.618 1.1023
4.250 1.1023
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 1.1023 1.1026
PP 1.1023 1.1025
S1 1.1023 1.1024

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

View Archives - Comment on this page... - Back to Index of Symbols