CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 1.1043 1.1075 0.0032 0.3% 1.1050
High 1.1043 1.1075 0.0032 0.3% 1.1067
Low 1.1043 1.1055 0.0012 0.1% 1.1016
Close 1.1043 1.1055 0.0012 0.1% 1.1067
Range 0.0000 0.0020 0.0020 0.0051
ATR 0.0020 0.0021 0.0001 4.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1122 1.1108 1.1066
R3 1.1102 1.1088 1.1061
R2 1.1082 1.1082 1.1059
R1 1.1068 1.1068 1.1057 1.1065
PP 1.1062 1.1062 1.1062 1.1060
S1 1.1048 1.1048 1.1053 1.1045
S2 1.1042 1.1042 1.1051
S3 1.1022 1.1028 1.1050
S4 1.1002 1.1008 1.1044
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1203 1.1186 1.1095
R3 1.1152 1.1135 1.1081
R2 1.1101 1.1101 1.1076
R1 1.1084 1.1084 1.1072 1.1093
PP 1.1050 1.1050 1.1050 1.1054
S1 1.1033 1.1033 1.1062 1.1042
S2 1.0999 1.0999 1.1058
S3 1.0948 1.0982 1.1053
S4 1.0897 1.0931 1.1039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1075 1.1038 0.0037 0.3% 0.0004 0.0% 46% True False 1
10 1.1075 1.1016 0.0059 0.5% 0.0002 0.0% 66% True False 1
20 1.1163 1.1016 0.0147 1.3% 0.0002 0.0% 27% False False 3
40 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 13% False False 6
60 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 13% False False 4
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.1160
2.618 1.1127
1.618 1.1107
1.000 1.1095
0.618 1.1087
HIGH 1.1075
0.618 1.1067
0.500 1.1065
0.382 1.1063
LOW 1.1055
0.618 1.1043
1.000 1.1035
1.618 1.1023
2.618 1.1003
4.250 1.0970
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 1.1065 1.1057
PP 1.1062 1.1056
S1 1.1058 1.1056

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

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