CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 1.0518 1.0476 -0.0042 -0.4% 1.0631
High 1.0533 1.0483 -0.0050 -0.5% 1.0699
Low 1.0426 1.0428 0.0002 0.0% 1.0511
Close 1.0479 1.0456 -0.0023 -0.2% 1.0519
Range 0.0107 0.0055 -0.0052 -48.6% 0.0188
ATR 0.0067 0.0066 -0.0001 -1.3% 0.0000
Volume 54,207 40,755 -13,452 -24.8% 167,300
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0621 1.0593 1.0486
R3 1.0566 1.0538 1.0471
R2 1.0511 1.0511 1.0466
R1 1.0483 1.0483 1.0461 1.0470
PP 1.0456 1.0456 1.0456 1.0449
S1 1.0428 1.0428 1.0451 1.0415
S2 1.0401 1.0401 1.0446
S3 1.0346 1.0373 1.0441
S4 1.0291 1.0318 1.0426
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1140 1.1018 1.0622
R3 1.0952 1.0830 1.0571
R2 1.0764 1.0764 1.0553
R1 1.0642 1.0642 1.0536 1.0609
PP 1.0576 1.0576 1.0576 1.0560
S1 1.0454 1.0454 1.0502 1.0421
S2 1.0388 1.0388 1.0485
S3 1.0200 1.0266 1.0467
S4 1.0012 1.0078 1.0416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0586 1.0426 0.0160 1.5% 0.0069 0.7% 19% False False 40,069
10 1.0723 1.0426 0.0297 2.8% 0.0073 0.7% 10% False False 37,931
20 1.0908 1.0426 0.0482 4.6% 0.0076 0.7% 6% False False 33,033
40 1.1090 1.0426 0.0664 6.4% 0.0059 0.6% 5% False False 16,764
60 1.1243 1.0426 0.0817 7.8% 0.0046 0.4% 4% False False 11,186
80 1.1305 1.0426 0.0879 8.4% 0.0038 0.4% 3% False False 8,393
100 1.1305 1.0426 0.0879 8.4% 0.0032 0.3% 3% False False 6,715
120 1.1468 1.0426 0.1042 10.0% 0.0027 0.3% 3% False False 5,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0627
1.618 1.0572
1.000 1.0538
0.618 1.0517
HIGH 1.0483
0.618 1.0462
0.500 1.0456
0.382 1.0449
LOW 1.0428
0.618 1.0394
1.000 1.0373
1.618 1.0339
2.618 1.0284
4.250 1.0194
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 1.0456 1.0486
PP 1.0456 1.0476
S1 1.0456 1.0466

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

View Archives - Comment on this page... - Back to Index of Symbols