CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 1.0460 1.0495 0.0035 0.3% 1.0513
High 1.0514 1.0495 -0.0019 -0.2% 1.0546
Low 1.0444 1.0333 -0.0111 -1.1% 1.0333
Close 1.0492 1.0338 -0.0154 -1.5% 1.0338
Range 0.0070 0.0162 0.0092 131.4% 0.0213
ATR 0.0066 0.0073 0.0007 10.3% 0.0000
Volume 50,842 50,392 -450 -0.9% 229,912
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0875 1.0768 1.0427
R3 1.0713 1.0606 1.0383
R2 1.0551 1.0551 1.0368
R1 1.0444 1.0444 1.0353 1.0417
PP 1.0389 1.0389 1.0389 1.0375
S1 1.0282 1.0282 1.0323 1.0255
S2 1.0227 1.0227 1.0308
S3 1.0065 1.0120 1.0293
S4 0.9903 0.9958 1.0249
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1045 1.0904 1.0455
R3 1.0832 1.0691 1.0397
R2 1.0619 1.0619 1.0377
R1 1.0478 1.0478 1.0358 1.0442
PP 1.0406 1.0406 1.0406 1.0388
S1 1.0265 1.0265 1.0318 1.0229
S2 1.0193 1.0193 1.0299
S3 0.9980 1.0052 1.0279
S4 0.9767 0.9839 1.0221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0546 1.0333 0.0213 2.1% 0.0088 0.9% 2% False True 45,982
10 1.0699 1.0333 0.0366 3.5% 0.0076 0.7% 1% False True 39,721
20 1.0761 1.0333 0.0428 4.1% 0.0076 0.7% 1% False True 37,414
40 1.1090 1.0333 0.0757 7.3% 0.0063 0.6% 1% False True 19,294
60 1.1227 1.0333 0.0894 8.6% 0.0050 0.5% 1% False True 12,872
80 1.1305 1.0333 0.0972 9.4% 0.0041 0.4% 1% False True 9,658
100 1.1305 1.0333 0.0972 9.4% 0.0034 0.3% 1% False True 7,727
120 1.1468 1.0333 0.1135 11.0% 0.0029 0.3% 0% False True 6,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1184
2.618 1.0919
1.618 1.0757
1.000 1.0657
0.618 1.0595
HIGH 1.0495
0.618 1.0433
0.500 1.0414
0.382 1.0395
LOW 1.0333
0.618 1.0233
1.000 1.0171
1.618 1.0071
2.618 0.9909
4.250 0.9645
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 1.0414 1.0424
PP 1.0389 1.0395
S1 1.0363 1.0367

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

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