CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1.0675 1.0648 -0.0027 -0.3% 1.0755
High 1.0675 1.0648 -0.0027 -0.3% 1.0765
Low 1.0653 1.0648 -0.0005 0.0% 1.0642
Close 1.0653 1.0648 -0.0005 0.0% 1.0653
Range 0.0022 0.0000 -0.0022 -100.0% 0.0123
ATR 0.0044 0.0041 -0.0003 -6.3% 0.0000
Volume 53 7 -46 -86.8% 82
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0648 1.0648 1.0648
R3 1.0648 1.0648 1.0648
R2 1.0648 1.0648 1.0648
R1 1.0648 1.0648 1.0648 1.0648
PP 1.0648 1.0648 1.0648 1.0648
S1 1.0648 1.0648 1.0648 1.0648
S2 1.0648 1.0648 1.0648
S3 1.0648 1.0648 1.0648
S4 1.0648 1.0648 1.0648
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1056 1.0977 1.0721
R3 1.0933 1.0854 1.0687
R2 1.0810 1.0810 1.0676
R1 1.0731 1.0731 1.0664 1.0709
PP 1.0687 1.0687 1.0687 1.0676
S1 1.0608 1.0608 1.0642 1.0586
S2 1.0564 1.0564 1.0630
S3 1.0441 1.0485 1.0619
S4 1.0318 1.0362 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0765 1.0642 0.0123 1.2% 0.0035 0.3% 5% False False 17
10 1.0765 1.0642 0.0123 1.2% 0.0034 0.3% 5% False False 17
20 1.0961 1.0642 0.0319 3.0% 0.0026 0.2% 2% False False 13
40 1.1100 1.0642 0.0458 4.3% 0.0014 0.1% 1% False False 7
60 1.1309 1.0642 0.0667 6.3% 0.0010 0.1% 1% False False 8
80 1.1309 1.0642 0.0667 6.3% 0.0008 0.1% 1% False False 6
100 1.1481 1.0642 0.0839 7.9% 0.0006 0.1% 1% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0648
2.618 1.0648
1.618 1.0648
1.000 1.0648
0.618 1.0648
HIGH 1.0648
0.618 1.0648
0.500 1.0648
0.382 1.0648
LOW 1.0648
0.618 1.0648
1.000 1.0648
1.618 1.0648
2.618 1.0648
4.250 1.0648
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1.0648 1.0686
PP 1.0648 1.0673
S1 1.0648 1.0661

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

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