CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.1163 1.1157 -0.0006 -0.1% 1.1239
High 1.1163 1.1162 -0.0001 0.0% 1.1239
Low 1.1163 1.1157 -0.0006 -0.1% 1.1154
Close 1.1163 1.1162 -0.0001 0.0% 1.1163
Range 0.0000 0.0005 0.0005 0.0085
ATR 0.0023 0.0022 -0.0001 -5.3% 0.0000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1175 1.1174 1.1165
R3 1.1170 1.1169 1.1163
R2 1.1165 1.1165 1.1163
R1 1.1164 1.1164 1.1162 1.1165
PP 1.1160 1.1160 1.1160 1.1161
S1 1.1159 1.1159 1.1162 1.1160
S2 1.1155 1.1155 1.1161
S3 1.1150 1.1154 1.1161
S4 1.1145 1.1149 1.1159
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1440 1.1387 1.1210
R3 1.1355 1.1302 1.1186
R2 1.1270 1.1270 1.1179
R1 1.1217 1.1217 1.1171 1.1201
PP 1.1185 1.1185 1.1185 1.1178
S1 1.1132 1.1132 1.1155 1.1116
S2 1.1100 1.1100 1.1147
S3 1.1015 1.1047 1.1140
S4 1.0930 1.0962 1.1116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1190 1.1154 0.0036 0.3% 0.0001 0.0% 22% False False 21
10 1.1255 1.1154 0.0101 0.9% 0.0001 0.0% 8% False False 21
20 1.1309 1.1154 0.0155 1.4% 0.0003 0.0% 5% False False 12
40 1.1309 1.1137 0.0172 1.5% 0.0002 0.0% 15% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1183
2.618 1.1175
1.618 1.1170
1.000 1.1167
0.618 1.1165
HIGH 1.1162
0.618 1.1160
0.500 1.1160
0.382 1.1159
LOW 1.1157
0.618 1.1154
1.000 1.1152
1.618 1.1149
2.618 1.1144
4.250 1.1136
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.1161 1.1162
PP 1.1160 1.1162
S1 1.1160 1.1162

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

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