CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 1.0481 1.0463 -0.0018 -0.2% 1.0509
High 1.0484 1.0467 -0.0017 -0.2% 1.0595
Low 1.0407 1.0353 -0.0054 -0.5% 1.0353
Close 1.0463 1.0392 -0.0071 -0.7% 1.0392
Range 0.0077 0.0114 0.0037 48.1% 0.0242
ATR 0.0084 0.0087 0.0002 2.5% 0.0000
Volume 46,582 64,540 17,958 38.6% 209,266
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0746 1.0683 1.0455
R3 1.0632 1.0569 1.0423
R2 1.0518 1.0518 1.0413
R1 1.0455 1.0455 1.0402 1.0430
PP 1.0404 1.0404 1.0404 1.0391
S1 1.0341 1.0341 1.0382 1.0316
S2 1.0290 1.0290 1.0371
S3 1.0176 1.0227 1.0361
S4 1.0062 1.0113 1.0329
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1173 1.1024 1.0525
R3 1.0931 1.0782 1.0459
R2 1.0689 1.0689 1.0436
R1 1.0540 1.0540 1.0414 1.0494
PP 1.0447 1.0447 1.0447 1.0423
S1 1.0298 1.0298 1.0370 1.0252
S2 1.0205 1.0205 1.0348
S3 0.9963 1.0056 1.0325
S4 0.9721 0.9814 1.0259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0353 0.0242 2.3% 0.0087 0.8% 16% False True 41,853
10 1.0645 1.0353 0.0292 2.8% 0.0079 0.8% 13% False True 36,333
20 1.0688 1.0335 0.0353 3.4% 0.0093 0.9% 16% False False 44,204
40 1.0761 1.0333 0.0428 4.1% 0.0084 0.8% 14% False False 40,809
60 1.1090 1.0333 0.0757 7.3% 0.0073 0.7% 8% False False 27,597
80 1.1227 1.0333 0.0894 8.6% 0.0060 0.6% 7% False False 20,705
100 1.1305 1.0333 0.0972 9.4% 0.0052 0.5% 6% False False 16,568
120 1.1305 1.0333 0.0972 9.4% 0.0044 0.4% 6% False False 13,807
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0952
2.618 1.0765
1.618 1.0651
1.000 1.0581
0.618 1.0537
HIGH 1.0467
0.618 1.0423
0.500 1.0410
0.382 1.0397
LOW 1.0353
0.618 1.0283
1.000 1.0239
1.618 1.0169
2.618 1.0055
4.250 0.9869
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 1.0410 1.0474
PP 1.0404 1.0447
S1 1.0398 1.0419

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

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