CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 1.0947 1.0927 -0.0020 -0.2% 1.1053
High 1.0947 1.0927 -0.0020 -0.2% 1.1053
Low 1.0947 1.0927 -0.0020 -0.2% 1.0963
Close 1.0947 1.0927 -0.0020 -0.2% 1.0963
Range
ATR 0.0026 0.0025 0.0000 -1.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0927 1.0927 1.0927
R3 1.0927 1.0927 1.0927
R2 1.0927 1.0927 1.0927
R1 1.0927 1.0927 1.0927 1.0927
PP 1.0927 1.0927 1.0927 1.0927
S1 1.0927 1.0927 1.0927 1.0927
S2 1.0927 1.0927 1.0927
S3 1.0927 1.0927 1.0927
S4 1.0927 1.0927 1.0927
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1263 1.1203 1.1013
R3 1.1173 1.1113 1.0988
R2 1.1083 1.1083 1.0980
R1 1.1023 1.1023 1.0971 1.1008
PP 1.0993 1.0993 1.0993 1.0986
S1 1.0933 1.0933 1.0955 1.0918
S2 1.0903 1.0903 1.0947
S3 1.0813 1.0843 1.0938
S4 1.0723 1.0753 1.0914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0994 1.0927 0.0067 0.6% 0.0000 0.0% 0% False True 1
10 1.1100 1.0927 0.0173 1.6% 0.0002 0.0% 0% False True 1
20 1.1100 1.0927 0.0173 1.6% 0.0001 0.0% 0% False True 1
40 1.1299 1.0927 0.0372 3.4% 0.0002 0.0% 0% False True 6
60 1.1309 1.0927 0.0382 3.5% 0.0001 0.0% 0% False True 4
80 1.1481 1.0927 0.0554 5.1% 0.0001 0.0% 0% False True 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0927
2.618 1.0927
1.618 1.0927
1.000 1.0927
0.618 1.0927
HIGH 1.0927
0.618 1.0927
0.500 1.0927
0.382 1.0927
LOW 1.0927
0.618 1.0927
1.000 1.0927
1.618 1.0927
2.618 1.0927
4.250 1.0927
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 1.0927 1.0945
PP 1.0927 1.0939
S1 1.0927 1.0933

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

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