CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 1.1257 1.1193 -0.0064 -0.6% 1.1250
High 1.1257 1.1212 -0.0045 -0.4% 1.1305
Low 1.1198 1.1190 -0.0008 -0.1% 1.1198
Close 1.1203 1.1212 0.0009 0.1% 1.1203
Range 0.0059 0.0022 -0.0037 -62.7% 0.0107
ATR 0.0031 0.0031 -0.0001 -2.1% 0.0000
Volume 1 5 4 400.0% 196
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1271 1.1263 1.1224
R3 1.1249 1.1241 1.1218
R2 1.1227 1.1227 1.1216
R1 1.1219 1.1219 1.1214 1.1223
PP 1.1205 1.1205 1.1205 1.1207
S1 1.1197 1.1197 1.1210 1.1201
S2 1.1183 1.1183 1.1208
S3 1.1161 1.1175 1.1206
S4 1.1139 1.1153 1.1200
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1556 1.1487 1.1262
R3 1.1449 1.1380 1.1232
R2 1.1342 1.1342 1.1223
R1 1.1273 1.1273 1.1213 1.1254
PP 1.1235 1.1235 1.1235 1.1226
S1 1.1166 1.1166 1.1193 1.1147
S2 1.1128 1.1128 1.1183
S3 1.1021 1.1059 1.1174
S4 1.0914 1.0952 1.1144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1190 0.0115 1.0% 0.0030 0.3% 19% False True 40
10 1.1305 1.1190 0.0115 1.0% 0.0019 0.2% 19% False True 27
20 1.1305 1.1118 0.0187 1.7% 0.0015 0.1% 50% False False 14
40 1.1305 1.1118 0.0187 1.7% 0.0011 0.1% 50% False False 9
60 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 27% False False 7
80 1.1491 1.1118 0.0373 3.3% 0.0006 0.1% 25% False False 21
100 1.1491 1.1118 0.0373 3.3% 0.0005 0.0% 25% False False 28
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1270
1.618 1.1248
1.000 1.1234
0.618 1.1226
HIGH 1.1212
0.618 1.1204
0.500 1.1201
0.382 1.1198
LOW 1.1190
0.618 1.1176
1.000 1.1168
1.618 1.1154
2.618 1.1132
4.250 1.1097
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 1.1208 1.1227
PP 1.1205 1.1222
S1 1.1201 1.1217

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

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