CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 1.0340 1.0367 0.0027 0.3% 1.0289
High 1.0406 1.0372 -0.0034 -0.3% 1.0424
Low 1.0323 1.0278 -0.0045 -0.4% 1.0286
Close 1.0374 1.0282 -0.0092 -0.9% 1.0350
Range 0.0083 0.0094 0.0011 13.3% 0.0138
ATR 0.0086 0.0087 0.0001 0.8% 0.0000
Volume 47,105 36,414 -10,691 -22.7% 145,694
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0593 1.0531 1.0334
R3 1.0499 1.0437 1.0308
R2 1.0405 1.0405 1.0299
R1 1.0343 1.0343 1.0291 1.0327
PP 1.0311 1.0311 1.0311 1.0303
S1 1.0249 1.0249 1.0273 1.0233
S2 1.0217 1.0217 1.0265
S3 1.0123 1.0155 1.0256
S4 1.0029 1.0061 1.0230
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0767 1.0697 1.0426
R3 1.0629 1.0559 1.0388
R2 1.0491 1.0491 1.0375
R1 1.0421 1.0421 1.0363 1.0456
PP 1.0353 1.0353 1.0353 1.0371
S1 1.0283 1.0283 1.0337 1.0318
S2 1.0215 1.0215 1.0325
S3 1.0077 1.0145 1.0312
S4 0.9939 1.0007 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0424 1.0278 0.0146 1.4% 0.0080 0.8% 3% False True 39,034
10 1.0494 1.0278 0.0216 2.1% 0.0084 0.8% 2% False True 41,900
20 1.0494 1.0268 0.0226 2.2% 0.0088 0.9% 6% False False 43,523
40 1.0688 1.0268 0.0420 4.1% 0.0089 0.9% 3% False False 43,676
60 1.0761 1.0268 0.0493 4.8% 0.0085 0.8% 3% False False 42,236
80 1.1090 1.0268 0.0822 8.0% 0.0076 0.7% 2% False False 32,105
100 1.1227 1.0268 0.0959 9.3% 0.0066 0.6% 1% False False 25,690
120 1.1305 1.0268 0.1037 10.1% 0.0058 0.6% 1% False False 21,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0772
2.618 1.0618
1.618 1.0524
1.000 1.0466
0.618 1.0430
HIGH 1.0372
0.618 1.0336
0.500 1.0325
0.382 1.0314
LOW 1.0278
0.618 1.0220
1.000 1.0184
1.618 1.0126
2.618 1.0032
4.250 0.9879
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 1.0325 1.0349
PP 1.0311 1.0326
S1 1.0296 1.0304

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

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