CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.0444 1.0435 -0.0009 -0.1% 1.0425
High 1.0470 1.0458 -0.0012 -0.1% 1.0494
Low 1.0412 1.0301 -0.0111 -1.1% 1.0301
Close 1.0445 1.0310 -0.0135 -1.3% 1.0310
Range 0.0058 0.0157 0.0099 170.7% 0.0193
ATR 0.0086 0.0091 0.0005 5.9% 0.0000
Volume 46,445 58,876 12,431 26.8% 226,387
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0827 1.0726 1.0396
R3 1.0670 1.0569 1.0353
R2 1.0513 1.0513 1.0339
R1 1.0412 1.0412 1.0324 1.0384
PP 1.0356 1.0356 1.0356 1.0343
S1 1.0255 1.0255 1.0296 1.0227
S2 1.0199 1.0199 1.0281
S3 1.0042 1.0098 1.0267
S4 0.9885 0.9941 1.0224
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0947 1.0822 1.0416
R3 1.0754 1.0629 1.0363
R2 1.0561 1.0561 1.0345
R1 1.0436 1.0436 1.0328 1.0402
PP 1.0368 1.0368 1.0368 1.0352
S1 1.0243 1.0243 1.0292 1.0209
S2 1.0175 1.0175 1.0275
S3 0.9982 1.0050 1.0257
S4 0.9789 0.9857 1.0204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0494 1.0301 0.0193 1.9% 0.0098 0.9% 5% False True 45,277
10 1.0494 1.0301 0.0193 1.9% 0.0089 0.9% 5% False True 42,289
20 1.0595 1.0268 0.0327 3.2% 0.0090 0.9% 13% False False 44,633
40 1.0688 1.0268 0.0420 4.1% 0.0091 0.9% 10% False False 44,935
60 1.0953 1.0268 0.0685 6.6% 0.0085 0.8% 6% False False 38,895
80 1.1090 1.0268 0.0822 8.0% 0.0073 0.7% 5% False False 29,242
100 1.1257 1.0268 0.0989 9.6% 0.0063 0.6% 4% False False 23,399
120 1.1305 1.0268 0.1037 10.1% 0.0054 0.5% 4% False False 19,501
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 0.0025
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.1125
2.618 1.0869
1.618 1.0712
1.000 1.0615
0.618 1.0555
HIGH 1.0458
0.618 1.0398
0.500 1.0380
0.382 1.0361
LOW 1.0301
0.618 1.0204
1.000 1.0144
1.618 1.0047
2.618 0.9890
4.250 0.9634
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.0380 1.0398
PP 1.0356 1.0368
S1 1.0333 1.0339

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

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