CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.0931 1.0927 -0.0004 0.0% 1.0917
High 1.0958 1.0943 -0.0015 -0.1% 1.0958
Low 1.0917 1.0888 -0.0029 -0.3% 1.0888
Close 1.0931 1.0889 -0.0042 -0.4% 1.0889
Range 0.0041 0.0055 0.0014 34.1% 0.0070
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 45,676 43,967 -1,709 -3.7% 202,670
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1072 1.1035 1.0919
R3 1.1017 1.0980 1.0904
R2 1.0962 1.0962 1.0899
R1 1.0925 1.0925 1.0894 1.0916
PP 1.0907 1.0907 1.0907 1.0902
S1 1.0870 1.0870 1.0884 1.0861
S2 1.0852 1.0852 1.0879
S3 1.0797 1.0815 1.0874
S4 1.0742 1.0760 1.0859
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1122 1.1075 1.0928
R3 1.1052 1.1005 1.0908
R2 1.0982 1.0982 1.0902
R1 1.0935 1.0935 1.0895 1.0924
PP 1.0912 1.0912 1.0912 1.0906
S1 1.0865 1.0865 1.0883 1.0854
S2 1.0842 1.0842 1.0876
S3 1.0772 1.0795 1.0870
S4 1.0702 1.0725 1.0851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0958 1.0888 0.0070 0.6% 0.0048 0.4% 1% False True 40,534
10 1.1081 1.0888 0.0193 1.8% 0.0050 0.5% 1% False True 35,676
20 1.1084 1.0888 0.0196 1.8% 0.0050 0.5% 1% False True 34,916
40 1.1245 1.0888 0.0357 3.3% 0.0045 0.4% 0% False True 34,445
60 1.1298 1.0888 0.0410 3.8% 0.0048 0.4% 0% False True 31,722
80 1.1503 1.0888 0.0615 5.6% 0.0048 0.4% 0% False True 23,915
100 1.1503 1.0888 0.0615 5.6% 0.0047 0.4% 0% False True 19,142
120 1.1513 1.0888 0.0625 5.7% 0.0046 0.4% 0% False True 15,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1087
1.618 1.1032
1.000 1.0998
0.618 1.0977
HIGH 1.0943
0.618 1.0922
0.500 1.0916
0.382 1.0909
LOW 1.0888
0.618 1.0854
1.000 1.0833
1.618 1.0799
2.618 1.0744
4.250 1.0654
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.0916 1.0923
PP 1.0907 1.0912
S1 1.0898 1.0900

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

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