CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 1.0684 1.0691 0.0007 0.1% 1.0750
High 1.0720 1.0740 0.0020 0.2% 1.0756
Low 1.0676 1.0684 0.0008 0.1% 1.0654
Close 1.0697 1.0717 0.0020 0.2% 1.0717
Range 0.0044 0.0056 0.0012 27.3% 0.0102
ATR 0.0054 0.0054 0.0000 0.3% 0.0000
Volume 20,639 53,708 33,069 160.2% 142,937
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0882 1.0855 1.0748
R3 1.0826 1.0799 1.0732
R2 1.0770 1.0770 1.0727
R1 1.0743 1.0743 1.0722 1.0757
PP 1.0714 1.0714 1.0714 1.0720
S1 1.0687 1.0687 1.0712 1.0701
S2 1.0658 1.0658 1.0707
S3 1.0602 1.0631 1.0702
S4 1.0546 1.0575 1.0686
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1015 1.0968 1.0773
R3 1.0913 1.0866 1.0745
R2 1.0811 1.0811 1.0736
R1 1.0764 1.0764 1.0726 1.0737
PP 1.0709 1.0709 1.0709 1.0695
S1 1.0662 1.0662 1.0708 1.0635
S2 1.0607 1.0607 1.0698
S3 1.0505 1.0560 1.0689
S4 1.0403 1.0458 1.0661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0756 1.0654 0.0102 1.0% 0.0064 0.6% 62% False False 28,587
10 1.0953 1.0654 0.0299 2.8% 0.0067 0.6% 21% False False 16,085
20 1.1090 1.0654 0.0436 4.1% 0.0055 0.5% 14% False False 8,314
40 1.1155 1.0654 0.0501 4.7% 0.0043 0.4% 13% False False 4,171
60 1.1305 1.0654 0.0651 6.1% 0.0034 0.3% 10% False False 2,788
80 1.1305 1.0654 0.0651 6.1% 0.0028 0.3% 10% False False 2,092
100 1.1468 1.0654 0.0814 7.6% 0.0023 0.2% 8% False False 1,674
120 1.1468 1.0654 0.0814 7.6% 0.0019 0.2% 8% False False 1,395
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0887
1.618 1.0831
1.000 1.0796
0.618 1.0775
HIGH 1.0740
0.618 1.0719
0.500 1.0712
0.382 1.0705
LOW 1.0684
0.618 1.0649
1.000 1.0628
1.618 1.0593
2.618 1.0537
4.250 1.0446
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 1.0715 1.0711
PP 1.0714 1.0704
S1 1.0712 1.0698

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

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