CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 1.1208 1.1160 -0.0048 -0.4% 1.1193
High 1.1217 1.1160 -0.0057 -0.5% 1.1243
Low 1.1174 1.1142 -0.0032 -0.3% 1.1190
Close 1.1178 1.1142 -0.0036 -0.3% 1.1224
Range 0.0043 0.0018 -0.0025 -58.1% 0.0053
ATR 0.0028 0.0029 0.0001 2.0% 0.0000
Volume 4 60 56 1,400.0% 58
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1202 1.1190 1.1152
R3 1.1184 1.1172 1.1147
R2 1.1166 1.1166 1.1145
R1 1.1154 1.1154 1.1144 1.1151
PP 1.1148 1.1148 1.1148 1.1147
S1 1.1136 1.1136 1.1140 1.1133
S2 1.1130 1.1130 1.1139
S3 1.1112 1.1118 1.1137
S4 1.1094 1.1100 1.1132
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 1.1227 1.1142 0.0085 0.8% 0.0017 0.2% 0% False True 22
10 1.1264 1.1142 0.0122 1.1% 0.0020 0.2% 0% False True 17
20 1.1305 1.1142 0.0163 1.5% 0.0018 0.2% 0% False True 20
40 1.1305 1.1118 0.0187 1.7% 0.0014 0.1% 13% False False 11
60 1.1468 1.1118 0.0350 3.1% 0.0009 0.1% 7% False False 9
80 1.1468 1.1118 0.0350 3.1% 0.0008 0.1% 7% False False 9
100 1.1491 1.1118 0.0373 3.3% 0.0006 0.1% 6% False False 29
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 1.1237
2.618 1.1207
1.618 1.1189
1.000 1.1178
0.618 1.1171
HIGH 1.1160
0.618 1.1153
0.500 1.1151
0.382 1.1149
LOW 1.1142
0.618 1.1131
1.000 1.1124
1.618 1.1113
2.618 1.1095
4.250 1.1066
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 1.1151 1.1185
PP 1.1148 1.1170
S1 1.1145 1.1156

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

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