CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1.1029 1.1014 -0.0015 -0.1% 1.1155
High 1.1030 1.1028 -0.0002 0.0% 1.1155
Low 1.1001 1.1000 -0.0001 0.0% 1.1066
Close 1.1012 1.1015 0.0003 0.0% 1.1066
Range 0.0029 0.0028 -0.0001 -3.4% 0.0089
ATR 0.0027 0.0027 0.0000 0.3% 0.0000
Volume 66 11 -55 -83.3% 201
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1098 1.1085 1.1030
R3 1.1070 1.1057 1.1023
R2 1.1042 1.1042 1.1020
R1 1.1029 1.1029 1.1018 1.1036
PP 1.1014 1.1014 1.1014 1.1018
S1 1.1001 1.1001 1.1012 1.1008
S2 1.0986 1.0986 1.1010
S3 1.0958 1.0973 1.1007
S4 1.0930 1.0945 1.1000
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1363 1.1303 1.1115
R3 1.1274 1.1214 1.1090
R2 1.1185 1.1185 1.1082
R1 1.1125 1.1125 1.1074 1.1111
PP 1.1096 1.1096 1.1096 1.1088
S1 1.1036 1.1036 1.1058 1.1022
S2 1.1007 1.1007 1.1050
S3 1.0918 1.0947 1.1042
S4 1.0829 1.0858 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1097 1.1000 0.0097 0.9% 0.0026 0.2% 15% False True 40
10 1.1155 1.1000 0.0155 1.4% 0.0024 0.2% 10% False True 36
20 1.1257 1.1000 0.0257 2.3% 0.0022 0.2% 6% False True 27
40 1.1305 1.1000 0.0305 2.8% 0.0017 0.2% 5% False True 20
60 1.1440 1.1000 0.0440 4.0% 0.0013 0.1% 3% False True 15
80 1.1468 1.1000 0.0468 4.2% 0.0010 0.1% 3% False True 12
100 1.1491 1.1000 0.0491 4.5% 0.0009 0.1% 3% False True 25
120 1.1491 1.1000 0.0491 4.5% 0.0007 0.1% 3% False True 27
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1147
2.618 1.1101
1.618 1.1073
1.000 1.1056
0.618 1.1045
HIGH 1.1028
0.618 1.1017
0.500 1.1014
0.382 1.1011
LOW 1.1000
0.618 1.0983
1.000 1.0972
1.618 1.0955
2.618 1.0927
4.250 1.0881
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1.1015 1.1033
PP 1.1014 1.1027
S1 1.1014 1.1021

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

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