CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 1.1214 1.1218 0.0004 0.0% 1.1193
High 1.1219 1.1224 0.0005 0.0% 1.1243
Low 1.1214 1.1218 0.0004 0.0% 1.1190
Close 1.1219 1.1224 0.0005 0.0% 1.1224
Range 0.0005 0.0006 0.0001 20.0% 0.0053
ATR 0.0029 0.0027 -0.0002 -5.7% 0.0000
Volume 32 1 -31 -96.9% 58
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1240 1.1238 1.1227
R3 1.1234 1.1232 1.1226
R2 1.1228 1.1228 1.1225
R1 1.1226 1.1226 1.1225 1.1227
PP 1.1222 1.1222 1.1222 1.1223
S1 1.1220 1.1220 1.1223 1.1221
S2 1.1216 1.1216 1.1223
S3 1.1210 1.1214 1.1222
S4 1.1204 1.1208 1.1221
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1378 1.1354 1.1253
R3 1.1325 1.1301 1.1239
R2 1.1272 1.1272 1.1234
R1 1.1248 1.1248 1.1229 1.1260
PP 1.1219 1.1219 1.1219 1.1225
S1 1.1195 1.1195 1.1219 1.1207
S2 1.1166 1.1166 1.1214
S3 1.1113 1.1142 1.1209
S4 1.1060 1.1089 1.1195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.1190 0.0053 0.5% 0.0013 0.1% 64% False False 11
10 1.1305 1.1190 0.0115 1.0% 0.0020 0.2% 30% False False 26
20 1.1305 1.1118 0.0187 1.7% 0.0016 0.1% 57% False False 17
40 1.1305 1.1118 0.0187 1.7% 0.0012 0.1% 57% False False 9
60 1.1468 1.1118 0.0350 3.1% 0.0008 0.1% 30% False False 7
80 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 30% False False 14
100 1.1491 1.1118 0.0373 3.3% 0.0006 0.1% 28% False False 28
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1250
2.618 1.1240
1.618 1.1234
1.000 1.1230
0.618 1.1228
HIGH 1.1224
0.618 1.1222
0.500 1.1221
0.382 1.1220
LOW 1.1218
0.618 1.1214
1.000 1.1212
1.618 1.1208
2.618 1.1202
4.250 1.1193
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 1.1223 1.1229
PP 1.1222 1.1227
S1 1.1221 1.1226

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

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