CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1.0711 1.0631 -0.0080 -0.7% 1.0725
High 1.0721 1.0671 -0.0050 -0.5% 1.0761
Low 1.0634 1.0622 -0.0012 -0.1% 1.0610
Close 1.0640 1.0636 -0.0004 0.0% 1.0640
Range 0.0087 0.0049 -0.0038 -43.7% 0.0151
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 31,487 33,279 1,792 5.7% 208,149
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0790 1.0762 1.0663
R3 1.0741 1.0713 1.0649
R2 1.0692 1.0692 1.0645
R1 1.0664 1.0664 1.0640 1.0678
PP 1.0643 1.0643 1.0643 1.0650
S1 1.0615 1.0615 1.0632 1.0629
S2 1.0594 1.0594 1.0627
S3 1.0545 1.0566 1.0623
S4 1.0496 1.0517 1.0609
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1123 1.1033 1.0723
R3 1.0972 1.0882 1.0682
R2 1.0821 1.0821 1.0668
R1 1.0731 1.0731 1.0654 1.0701
PP 1.0670 1.0670 1.0670 1.0655
S1 1.0580 1.0580 1.0626 1.0550
S2 1.0519 1.0519 1.0612
S3 1.0368 1.0429 1.0598
S4 1.0217 1.0278 1.0557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0761 1.0610 0.0151 1.4% 0.0087 0.8% 17% False False 41,951
10 1.0761 1.0610 0.0151 1.4% 0.0074 0.7% 17% False False 37,357
20 1.0966 1.0610 0.0356 3.3% 0.0065 0.6% 7% False False 20,354
40 1.1090 1.0610 0.0480 4.5% 0.0051 0.5% 5% False False 10,202
60 1.1305 1.0610 0.0695 6.5% 0.0041 0.4% 4% False False 6,811
80 1.1305 1.0610 0.0695 6.5% 0.0034 0.3% 4% False False 5,110
100 1.1468 1.0610 0.0858 8.1% 0.0027 0.3% 3% False False 4,088
120 1.1468 1.0610 0.0858 8.1% 0.0023 0.2% 3% False False 3,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0879
2.618 1.0799
1.618 1.0750
1.000 1.0720
0.618 1.0701
HIGH 1.0671
0.618 1.0652
0.500 1.0647
0.382 1.0641
LOW 1.0622
0.618 1.0592
1.000 1.0573
1.618 1.0543
2.618 1.0494
4.250 1.0414
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1.0647 1.0667
PP 1.0643 1.0656
S1 1.0640 1.0646

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

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