CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 1.1023 1.1067 0.0044 0.4% 1.1050
High 1.1023 1.1067 0.0044 0.4% 1.1067
Low 1.1023 1.1067 0.0044 0.4% 1.1016
Close 1.1023 1.1067 0.0044 0.4% 1.1067
Range
ATR 0.0021 0.0022 0.0002 8.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1067 1.1067 1.1067
R3 1.1067 1.1067 1.1067
R2 1.1067 1.1067 1.1067
R1 1.1067 1.1067 1.1067 1.1067
PP 1.1067 1.1067 1.1067 1.1067
S1 1.1067 1.1067 1.1067 1.1067
S2 1.1067 1.1067 1.1067
S3 1.1067 1.1067 1.1067
S4 1.1067 1.1067 1.1067
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1203 1.1186 1.1095
R3 1.1152 1.1135 1.1081
R2 1.1101 1.1101 1.1076
R1 1.1084 1.1084 1.1072 1.1093
PP 1.1050 1.1050 1.1050 1.1054
S1 1.1033 1.1033 1.1062 1.1042
S2 1.0999 1.0999 1.1058
S3 1.0948 1.0982 1.1053
S4 1.0897 1.0931 1.1039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1067 1.1016 0.0051 0.5% 0.0000 0.0% 100% True False 1
10 1.1081 1.1016 0.0065 0.6% 0.0001 0.0% 78% False False 1
20 1.1239 1.1016 0.0223 2.0% 0.0001 0.0% 23% False False 7
40 1.1309 1.1016 0.0293 2.6% 0.0002 0.0% 17% False False 6
60 1.1309 1.1016 0.0293 2.6% 0.0002 0.0% 17% 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 1.1067
2.618 1.1067
1.618 1.1067
1.000 1.1067
0.618 1.1067
HIGH 1.1067
0.618 1.1067
0.500 1.1067
0.382 1.1067
LOW 1.1067
0.618 1.1067
1.000 1.1067
1.618 1.1067
2.618 1.1067
4.250 1.1067
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 1.1067 1.1060
PP 1.1067 1.1052
S1 1.1067 1.1045

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

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