CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.0927 1.0958 0.0031 0.3% 1.1053
High 1.0927 1.0958 0.0031 0.3% 1.1053
Low 1.0927 1.0958 0.0031 0.3% 1.0963
Close 1.0927 1.0958 0.0031 0.3% 1.0963
Range
ATR 0.0025 0.0026 0.0000 1.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0958 1.0958 1.0958
R3 1.0958 1.0958 1.0958
R2 1.0958 1.0958 1.0958
R1 1.0958 1.0958 1.0958 1.0958
PP 1.0958 1.0958 1.0958 1.0958
S1 1.0958 1.0958 1.0958 1.0958
S2 1.0958 1.0958 1.0958
S3 1.0958 1.0958 1.0958
S4 1.0958 1.0958 1.0958
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1263 1.1203 1.1013
R3 1.1173 1.1113 1.0988
R2 1.1083 1.1083 1.0980
R1 1.1023 1.1023 1.0971 1.1008
PP 1.0993 1.0993 1.0993 1.0986
S1 1.0933 1.0933 1.0955 1.0918
S2 1.0903 1.0903 1.0947
S3 1.0813 1.0843 1.0938
S4 1.0723 1.0753 1.0914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0994 1.0927 0.0067 0.6% 0.0000 0.0% 46% False False 1
10 1.1100 1.0927 0.0173 1.6% 0.0002 0.0% 18% False False 1
20 1.1100 1.0927 0.0173 1.6% 0.0001 0.0% 18% False False 1
40 1.1276 1.0927 0.0349 3.2% 0.0002 0.0% 9% False False 6
60 1.1309 1.0927 0.0382 3.5% 0.0001 0.0% 8% False False 4
80 1.1481 1.0927 0.0554 5.1% 0.0001 0.0% 6% 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 1.0958
2.618 1.0958
1.618 1.0958
1.000 1.0958
0.618 1.0958
HIGH 1.0958
0.618 1.0958
0.500 1.0958
0.382 1.0958
LOW 1.0958
0.618 1.0958
1.000 1.0958
1.618 1.0958
2.618 1.0958
4.250 1.0958
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.0958 1.0953
PP 1.0958 1.0948
S1 1.0958 1.0943

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

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