CME Swiss Franc Future March 2015


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 1.1255 1.1231 -0.0024 -0.2% 1.1309
High 1.1255 1.1231 -0.0024 -0.2% 1.1309
Low 1.1255 1.1231 -0.0024 -0.2% 1.1205
Close 1.1255 1.1231 -0.0024 -0.2% 1.1216
Range
ATR 0.0025 0.0025 0.0000 -0.4% 0.0000
Volume 21 21 0 0.0% 4
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1231 1.1231 1.1231
R3 1.1231 1.1231 1.1231
R2 1.1231 1.1231 1.1231
R1 1.1231 1.1231 1.1231 1.1231
PP 1.1231 1.1231 1.1231 1.1231
S1 1.1231 1.1231 1.1231 1.1231
S2 1.1231 1.1231 1.1231
S3 1.1231 1.1231 1.1231
S4 1.1231 1.1231 1.1231
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1555 1.1490 1.1273
R3 1.1451 1.1386 1.1245
R2 1.1347 1.1347 1.1235
R1 1.1282 1.1282 1.1226 1.1263
PP 1.1243 1.1243 1.1243 1.1234
S1 1.1178 1.1178 1.1206 1.1159
S2 1.1139 1.1139 1.1197
S3 1.1035 1.1074 1.1187
S4 1.0931 1.0970 1.1159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1256 1.1205 0.0051 0.5% 0.0010 0.1% 51% False False 17
10 1.1309 1.1205 0.0104 0.9% 0.0005 0.0% 25% False False 9
20 1.1309 1.1137 0.0172 1.5% 0.0003 0.0% 55% False False 5
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 55% False False 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1231
1.618 1.1231
1.000 1.1231
0.618 1.1231
HIGH 1.1231
0.618 1.1231
0.500 1.1231
0.382 1.1231
LOW 1.1231
0.618 1.1231
1.000 1.1231
1.618 1.1231
2.618 1.1231
4.250 1.1231
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 1.1231 1.1242
PP 1.1231 1.1238
S1 1.1231 1.1235

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

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