CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 1.0733 1.0750 0.0017 0.2% 1.0890
High 1.0780 1.0756 -0.0024 -0.2% 1.0909
Low 1.0724 1.0697 -0.0027 -0.3% 1.0724
Close 1.0754 1.0712 -0.0042 -0.4% 1.0754
Range 0.0056 0.0059 0.0003 5.4% 0.0185
ATR 0.0050 0.0051 0.0001 1.3% 0.0000
Volume 5,711 10,789 5,078 88.9% 15,756
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0899 1.0864 1.0744
R3 1.0840 1.0805 1.0728
R2 1.0781 1.0781 1.0723
R1 1.0746 1.0746 1.0717 1.0734
PP 1.0722 1.0722 1.0722 1.0716
S1 1.0687 1.0687 1.0707 1.0675
S2 1.0663 1.0663 1.0701
S3 1.0604 1.0628 1.0696
S4 1.0545 1.0569 1.0680
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1351 1.1237 1.0856
R3 1.1166 1.1052 1.0805
R2 1.0981 1.0981 1.0788
R1 1.0867 1.0867 1.0771 1.0832
PP 1.0796 1.0796 1.0796 1.0778
S1 1.0682 1.0682 1.0737 1.0647
S2 1.0611 1.0611 1.0720
S3 1.0426 1.0497 1.0703
S4 1.0241 1.0312 1.0652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0909 1.0697 0.0212 2.0% 0.0072 0.7% 7% False True 5,309
10 1.0966 1.0697 0.0269 2.5% 0.0057 0.5% 6% False True 3,350
20 1.1090 1.0697 0.0393 3.7% 0.0048 0.5% 4% False True 1,712
40 1.1227 1.0697 0.0530 4.9% 0.0038 0.4% 3% False True 871
60 1.1305 1.0697 0.0608 5.7% 0.0031 0.3% 2% False True 586
80 1.1305 1.0697 0.0608 5.7% 0.0025 0.2% 2% False True 440
100 1.1468 1.0697 0.0771 7.2% 0.0020 0.2% 2% False True 353
120 1.1468 1.0697 0.0771 7.2% 0.0017 0.2% 2% False True 299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0910
1.618 1.0851
1.000 1.0815
0.618 1.0792
HIGH 1.0756
0.618 1.0733
0.500 1.0727
0.382 1.0720
LOW 1.0697
0.618 1.0661
1.000 1.0638
1.618 1.0602
2.618 1.0543
4.250 1.0446
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 1.0727 1.0803
PP 1.0722 1.0772
S1 1.0717 1.0742

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

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