CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 1.1215 1.1214 -0.0001 0.0% 1.1250
High 1.1243 1.1219 -0.0024 -0.2% 1.1305
Low 1.1215 1.1214 -0.0001 0.0% 1.1198
Close 1.1243 1.1219 -0.0024 -0.2% 1.1203
Range 0.0028 0.0005 -0.0023 -82.1% 0.0107
ATR 0.0029 0.0029 0.0000 0.0% 0.0000
Volume 15 32 17 113.3% 196
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1232 1.1231 1.1222
R3 1.1227 1.1226 1.1220
R2 1.1222 1.1222 1.1220
R1 1.1221 1.1221 1.1219 1.1222
PP 1.1217 1.1217 1.1217 1.1218
S1 1.1216 1.1216 1.1219 1.1217
S2 1.1212 1.1212 1.1218
S3 1.1207 1.1211 1.1218
S4 1.1202 1.1206 1.1216
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 1.1257 1.1190 0.0067 0.6% 0.0023 0.2% 43% False False 11
10 1.1305 1.1190 0.0115 1.0% 0.0020 0.2% 25% False False 27
20 1.1305 1.1118 0.0187 1.7% 0.0016 0.1% 54% False False 17
40 1.1305 1.1118 0.0187 1.7% 0.0012 0.1% 54% False False 10
60 1.1468 1.1118 0.0350 3.1% 0.0008 0.1% 29% False False 8
80 1.1476 1.1118 0.0358 3.2% 0.0007 0.1% 28% False False 16
100 1.1491 1.1118 0.0373 3.3% 0.0006 0.0% 27% 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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1240
2.618 1.1232
1.618 1.1227
1.000 1.1224
0.618 1.1222
HIGH 1.1219
0.618 1.1217
0.500 1.1217
0.382 1.1216
LOW 1.1214
0.618 1.1211
1.000 1.1209
1.618 1.1206
2.618 1.1201
4.250 1.1193
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 1.1218 1.1229
PP 1.1217 1.1225
S1 1.1217 1.1222

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

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