CME Swiss Franc Future March 2015


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 1.1231 1.1237 0.0006 0.1% 1.1225
High 1.1231 1.1237 0.0006 0.1% 1.1255
Low 1.1231 1.1237 0.0006 0.1% 1.1225
Close 1.1231 1.1237 0.0006 0.1% 1.1237
Range
ATR 0.0025 0.0024 -0.0001 -5.5% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1237 1.1237 1.1237
R3 1.1237 1.1237 1.1237
R2 1.1237 1.1237 1.1237
R1 1.1237 1.1237 1.1237 1.1237
PP 1.1237 1.1237 1.1237 1.1237
S1 1.1237 1.1237 1.1237 1.1237
S2 1.1237 1.1237 1.1237
S3 1.1237 1.1237 1.1237
S4 1.1237 1.1237 1.1237
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1329 1.1313 1.1254
R3 1.1299 1.1283 1.1245
R2 1.1269 1.1269 1.1243
R1 1.1253 1.1253 1.1240 1.1261
PP 1.1239 1.1239 1.1239 1.1243
S1 1.1223 1.1223 1.1234 1.1231
S2 1.1209 1.1209 1.1232
S3 1.1179 1.1193 1.1229
S4 1.1149 1.1163 1.1221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1255 1.1225 0.0030 0.3% 0.0000 0.0% 40% False False 21
10 1.1309 1.1205 0.0104 0.9% 0.0005 0.0% 31% False False 11
20 1.1309 1.1137 0.0172 1.5% 0.0003 0.0% 58% False False 6
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 58% 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 1.1237
2.618 1.1237
1.618 1.1237
1.000 1.1237
0.618 1.1237
HIGH 1.1237
0.618 1.1237
0.500 1.1237
0.382 1.1237
LOW 1.1237
0.618 1.1237
1.000 1.1237
1.618 1.1237
2.618 1.1237
4.250 1.1237
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 1.1237 1.1243
PP 1.1237 1.1241
S1 1.1237 1.1239

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

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