CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1.0726 1.0696 -0.0030 -0.3% 1.0728
High 1.0726 1.0723 -0.0003 0.0% 1.0737
Low 1.0642 1.0674 0.0032 0.3% 1.0683
Close 1.0688 1.0723 0.0035 0.3% 1.0733
Range 0.0084 0.0049 -0.0035 -41.7% 0.0054
ATR 0.0041 0.0041 0.0001 1.4% 0.0000
Volume 2 11 9 450.0% 162
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0854 1.0837 1.0750
R3 1.0805 1.0788 1.0736
R2 1.0756 1.0756 1.0732
R1 1.0739 1.0739 1.0727 1.0748
PP 1.0707 1.0707 1.0707 1.0711
S1 1.0690 1.0690 1.0719 1.0699
S2 1.0658 1.0658 1.0714
S3 1.0609 1.0641 1.0710
S4 1.0560 1.0592 1.0696
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0880 1.0860 1.0763
R3 1.0826 1.0806 1.0748
R2 1.0772 1.0772 1.0743
R1 1.0752 1.0752 1.0738 1.0762
PP 1.0718 1.0718 1.0718 1.0723
S1 1.0698 1.0698 1.0728 1.0708
S2 1.0664 1.0664 1.0723
S3 1.0610 1.0644 1.0718
S4 1.0556 1.0590 1.0703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0765 1.0642 0.0123 1.1% 0.0047 0.4% 66% False False 6
10 1.0771 1.0642 0.0129 1.2% 0.0033 0.3% 63% False False 19
20 1.0994 1.0642 0.0352 3.3% 0.0025 0.2% 23% False False 10
40 1.1101 1.0642 0.0459 4.3% 0.0013 0.1% 18% False False 5
60 1.1309 1.0642 0.0667 6.2% 0.0010 0.1% 12% False False 7
80 1.1309 1.0642 0.0667 6.2% 0.0007 0.1% 12% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0931
2.618 1.0851
1.618 1.0802
1.000 1.0772
0.618 1.0753
HIGH 1.0723
0.618 1.0704
0.500 1.0699
0.382 1.0693
LOW 1.0674
0.618 1.0644
1.000 1.0625
1.618 1.0595
2.618 1.0546
4.250 1.0466
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1.0715 1.0717
PP 1.0707 1.0710
S1 1.0699 1.0704

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

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