CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 1.0958 1.0957 -0.0001 0.0% 1.1053
High 1.0958 1.0961 0.0003 0.0% 1.1053
Low 1.0958 1.0957 -0.0001 0.0% 1.0963
Close 1.0958 1.0957 -0.0001 0.0% 1.0963
Range 0.0000 0.0004 0.0004 0.0090
ATR 0.0026 0.0024 -0.0002 -6.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0970 1.0968 1.0959
R3 1.0966 1.0964 1.0958
R2 1.0962 1.0962 1.0958
R1 1.0960 1.0960 1.0957 1.0959
PP 1.0958 1.0958 1.0958 1.0958
S1 1.0956 1.0956 1.0957 1.0955
S2 1.0954 1.0954 1.0956
S3 1.0950 1.0952 1.0956
S4 1.0946 1.0948 1.0955
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1263 1.1203 1.1013
R3 1.1173 1.1113 1.0988
R2 1.1083 1.1083 1.0980
R1 1.1023 1.1023 1.0971 1.1008
PP 1.0993 1.0993 1.0993 1.0986
S1 1.0933 1.0933 1.0955 1.0918
S2 1.0903 1.0903 1.0947
S3 1.0813 1.0843 1.0938
S4 1.0723 1.0753 1.0914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0963 1.0927 0.0036 0.3% 0.0001 0.0% 83% False False 1
10 1.1100 1.0927 0.0173 1.6% 0.0000 0.0% 17% False False 1
20 1.1100 1.0927 0.0173 1.6% 0.0001 0.0% 17% False False 1
40 1.1256 1.0927 0.0329 3.0% 0.0002 0.0% 9% False False 6
60 1.1309 1.0927 0.0382 3.5% 0.0002 0.0% 8% False False 4
80 1.1451 1.0927 0.0524 4.8% 0.0001 0.0% 6% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0971
1.618 1.0967
1.000 1.0965
0.618 1.0963
HIGH 1.0961
0.618 1.0959
0.500 1.0959
0.382 1.0959
LOW 1.0957
0.618 1.0955
1.000 1.0953
1.618 1.0951
2.618 1.0947
4.250 1.0940
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 1.0959 1.0953
PP 1.0958 1.0948
S1 1.0958 1.0944

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

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