CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.0973 1.0994 0.0021 0.2% 1.1051
High 1.0973 1.0994 0.0021 0.2% 1.1100
Low 1.0973 1.0994 0.0021 0.2% 1.1038
Close 1.0973 1.0994 0.0021 0.2% 1.1100
Range
ATR 0.0027 0.0026 0.0000 -1.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0994 1.0994 1.0994
R3 1.0994 1.0994 1.0994
R2 1.0994 1.0994 1.0994
R1 1.0994 1.0994 1.0994 1.0994
PP 1.0994 1.0994 1.0994 1.0994
S1 1.0994 1.0994 1.0994 1.0994
S2 1.0994 1.0994 1.0994
S3 1.0994 1.0994 1.0994
S4 1.0994 1.0994 1.0994
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1265 1.1245 1.1134
R3 1.1203 1.1183 1.1117
R2 1.1141 1.1141 1.1111
R1 1.1121 1.1121 1.1106 1.1131
PP 1.1079 1.1079 1.1079 1.1085
S1 1.1059 1.1059 1.1094 1.1069
S2 1.1017 1.1017 1.1089
S3 1.0955 1.0997 1.1083
S4 1.0893 1.0935 1.1066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1100 1.0973 0.0127 1.2% 0.0000 0.0% 17% False False 1
10 1.1100 1.0973 0.0127 1.2% 0.0002 0.0% 17% False False 1
20 1.1100 1.0973 0.0127 1.2% 0.0002 0.0% 17% False False 1
40 1.1309 1.0973 0.0336 3.1% 0.0002 0.0% 6% False False 6
60 1.1309 1.0973 0.0336 3.1% 0.0001 0.0% 6% False False 4
80 1.1481 1.0973 0.0508 4.6% 0.0001 0.0% 4% False False 3
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 1.0994
2.618 1.0994
1.618 1.0994
1.000 1.0994
0.618 1.0994
HIGH 1.0994
0.618 1.0994
0.500 1.0994
0.382 1.0994
LOW 1.0994
0.618 1.0994
1.000 1.0994
1.618 1.0994
2.618 1.0994
4.250 1.0994
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.0994 1.0997
PP 1.0994 1.0996
S1 1.0994 1.0995

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

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