CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1.0945 1.0984 0.0039 0.4% 1.1078
High 1.0984 1.0989 0.0005 0.0% 1.1078
Low 1.0943 1.0939 -0.0004 0.0% 1.0939
Close 1.0983 1.0952 -0.0031 -0.3% 1.0952
Range 0.0041 0.0050 0.0009 22.0% 0.0139
ATR 0.0039 0.0040 0.0001 2.0% 0.0000
Volume 178 103 -75 -42.1% 626
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1110 1.1081 1.0980
R3 1.1060 1.1031 1.0966
R2 1.1010 1.1010 1.0961
R1 1.0981 1.0981 1.0957 1.0971
PP 1.0960 1.0960 1.0960 1.0955
S1 1.0931 1.0931 1.0947 1.0921
S2 1.0910 1.0910 1.0943
S3 1.0860 1.0881 1.0938
S4 1.0810 1.0831 1.0925
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1407 1.1318 1.1028
R3 1.1268 1.1179 1.0990
R2 1.1129 1.1129 1.0977
R1 1.1040 1.1040 1.0965 1.1015
PP 1.0990 1.0990 1.0990 1.0977
S1 1.0901 1.0901 1.0939 1.0876
S2 1.0851 1.0851 1.0927
S3 1.0712 1.0762 1.0914
S4 1.0573 1.0623 1.0876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1078 1.0939 0.0139 1.3% 0.0043 0.4% 9% False True 125
10 1.1090 1.0939 0.0151 1.4% 0.0040 0.4% 9% False True 74
20 1.1090 1.0939 0.0151 1.4% 0.0037 0.3% 9% False True 50
40 1.1305 1.0939 0.0366 3.3% 0.0029 0.3% 4% False True 40
60 1.1305 1.0939 0.0366 3.3% 0.0023 0.2% 4% False True 28
80 1.1468 1.0939 0.0529 4.8% 0.0018 0.2% 2% False True 22
100 1.1468 1.0939 0.0529 4.8% 0.0015 0.1% 2% False True 18
120 1.1491 1.0939 0.0552 5.0% 0.0012 0.1% 2% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1202
2.618 1.1120
1.618 1.1070
1.000 1.1039
0.618 1.1020
HIGH 1.0989
0.618 1.0970
0.500 1.0964
0.382 1.0958
LOW 1.0939
0.618 1.0908
1.000 1.0889
1.618 1.0858
2.618 1.0808
4.250 1.0727
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1.0964 1.0972
PP 1.0960 1.0965
S1 1.0956 1.0959

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

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