CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 1.0486 1.0625 0.0139 1.3% 1.0346
High 1.0688 1.0641 -0.0047 -0.4% 1.0564
Low 1.0462 1.0542 0.0080 0.8% 1.0335
Close 1.0596 1.0606 0.0010 0.1% 1.0443
Range 0.0226 0.0099 -0.0127 -56.2% 0.0229
ATR 0.0092 0.0093 0.0000 0.5% 0.0000
Volume 107,968 72,038 -35,930 -33.3% 247,339
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0893 1.0849 1.0660
R3 1.0794 1.0750 1.0633
R2 1.0695 1.0695 1.0624
R1 1.0651 1.0651 1.0615 1.0624
PP 1.0596 1.0596 1.0596 1.0583
S1 1.0552 1.0552 1.0597 1.0525
S2 1.0497 1.0497 1.0588
S3 1.0398 1.0453 1.0579
S4 1.0299 1.0354 1.0552
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1134 1.1018 1.0569
R3 1.0905 1.0789 1.0506
R2 1.0676 1.0676 1.0485
R1 1.0560 1.0560 1.0464 1.0618
PP 1.0447 1.0447 1.0447 1.0477
S1 1.0331 1.0331 1.0422 1.0389
S2 1.0218 1.0218 1.0401
S3 0.9989 1.0102 1.0380
S4 0.9760 0.9873 1.0317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0688 1.0430 0.0258 2.4% 0.0117 1.1% 68% False False 54,936
10 1.0688 1.0333 0.0355 3.3% 0.0114 1.1% 77% False False 53,869
20 1.0721 1.0333 0.0388 3.7% 0.0092 0.9% 70% False False 45,849
40 1.0989 1.0333 0.0656 6.2% 0.0077 0.7% 42% False False 31,489
60 1.1106 1.0333 0.0773 7.3% 0.0063 0.6% 35% False False 21,006
80 1.1305 1.0333 0.0972 9.2% 0.0052 0.5% 28% False False 15,761
100 1.1305 1.0333 0.0972 9.2% 0.0044 0.4% 28% False False 12,610
120 1.1468 1.0333 0.1135 10.7% 0.0037 0.3% 24% False False 10,509
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1062
2.618 1.0900
1.618 1.0801
1.000 1.0740
0.618 1.0702
HIGH 1.0641
0.618 1.0603
0.500 1.0592
0.382 1.0580
LOW 1.0542
0.618 1.0481
1.000 1.0443
1.618 1.0382
2.618 1.0283
4.250 1.0121
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 1.0601 1.0596
PP 1.0596 1.0585
S1 1.0592 1.0575

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

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