CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 1.0295 1.0218 -0.0077 -0.7% 1.0340
High 1.0306 1.0269 -0.0037 -0.4% 1.0406
Low 1.0204 1.0186 -0.0018 -0.2% 1.0204
Close 1.0222 1.0252 0.0030 0.3% 1.0222
Range 0.0102 0.0083 -0.0019 -18.6% 0.0202
ATR 0.0092 0.0091 -0.0001 -0.7% 0.0000
Volume 62,158 43,113 -19,045 -30.6% 292,143
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0485 1.0451 1.0298
R3 1.0402 1.0368 1.0275
R2 1.0319 1.0319 1.0267
R1 1.0285 1.0285 1.0260 1.0302
PP 1.0236 1.0236 1.0236 1.0244
S1 1.0202 1.0202 1.0244 1.0219
S2 1.0153 1.0153 1.0237
S3 1.0070 1.0119 1.0229
S4 0.9987 1.0036 1.0206
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0883 1.0755 1.0333
R3 1.0681 1.0553 1.0278
R2 1.0479 1.0479 1.0259
R1 1.0351 1.0351 1.0241 1.0314
PP 1.0277 1.0277 1.0277 1.0259
S1 1.0149 1.0149 1.0203 1.0112
S2 1.0075 1.0075 1.0185
S3 0.9873 0.9947 1.0166
S4 0.9671 0.9745 1.0111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0372 1.0186 0.0186 1.8% 0.0102 1.0% 35% False True 57,630
10 1.0424 1.0186 0.0238 2.3% 0.0088 0.9% 28% False True 48,095
20 1.0494 1.0186 0.0308 3.0% 0.0088 0.9% 21% False True 45,192
40 1.0688 1.0186 0.0502 4.9% 0.0091 0.9% 13% False True 45,027
60 1.0761 1.0186 0.0575 5.6% 0.0088 0.9% 11% False True 44,230
80 1.1090 1.0186 0.0904 8.8% 0.0080 0.8% 7% False True 35,251
100 1.1155 1.0186 0.0969 9.5% 0.0070 0.7% 7% False True 28,206
120 1.1305 1.0186 0.1119 10.9% 0.0061 0.6% 6% False True 23,509
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0622
2.618 1.0486
1.618 1.0403
1.000 1.0352
0.618 1.0320
HIGH 1.0269
0.618 1.0237
0.500 1.0228
0.382 1.0218
LOW 1.0186
0.618 1.0135
1.000 1.0103
1.618 1.0052
2.618 0.9969
4.250 0.9833
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 1.0244 1.0276
PP 1.0236 1.0268
S1 1.0228 1.0260

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

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