CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.0957 1.0917 -0.0040 -0.4% 1.0947
High 1.0961 1.0917 -0.0044 -0.4% 1.0961
Low 1.0957 1.0917 -0.0040 -0.4% 1.0917
Close 1.0957 1.0917 -0.0040 -0.4% 1.0917
Range 0.0004 0.0000 -0.0004 -100.0% 0.0044
ATR 0.0024 0.0025 0.0001 4.7% 0.0000
Volume 1 7 6 600.0% 11
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0917 1.0917 1.0917
R3 1.0917 1.0917 1.0917
R2 1.0917 1.0917 1.0917
R1 1.0917 1.0917 1.0917 1.0917
PP 1.0917 1.0917 1.0917 1.0917
S1 1.0917 1.0917 1.0917 1.0917
S2 1.0917 1.0917 1.0917
S3 1.0917 1.0917 1.0917
S4 1.0917 1.0917 1.0917
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.1064 1.1034 1.0941
R3 1.1020 1.0990 1.0929
R2 1.0976 1.0976 1.0925
R1 1.0946 1.0946 1.0921 1.0939
PP 1.0932 1.0932 1.0932 1.0928
S1 1.0902 1.0902 1.0913 1.0895
S2 1.0888 1.0888 1.0909
S3 1.0844 1.0858 1.0905
S4 1.0800 1.0814 1.0893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0961 1.0917 0.0044 0.4% 0.0001 0.0% 0% False True 2
10 1.1053 1.0917 0.0136 1.2% 0.0000 0.0% 0% False True 1
20 1.1100 1.0917 0.0183 1.7% 0.0001 0.0% 0% False True 1
40 1.1255 1.0917 0.0338 3.1% 0.0001 0.0% 0% False True 6
60 1.1309 1.0917 0.0392 3.6% 0.0002 0.0% 0% False True 4
80 1.1409 1.0917 0.0492 4.5% 0.0001 0.0% 0% False True 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0917
2.618 1.0917
1.618 1.0917
1.000 1.0917
0.618 1.0917
HIGH 1.0917
0.618 1.0917
0.500 1.0917
0.382 1.0917
LOW 1.0917
0.618 1.0917
1.000 1.0917
1.618 1.0917
2.618 1.0917
4.250 1.0917
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.0917 1.0939
PP 1.0917 1.0932
S1 1.0917 1.0924

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

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