CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 1.0668 1.0599 -0.0069 -0.6% 1.0755
High 1.0668 1.0599 -0.0069 -0.6% 1.0765
Low 1.0668 1.0599 -0.0069 -0.6% 1.0642
Close 1.0668 1.0599 -0.0069 -0.6% 1.0653
Range
ATR 0.0039 0.0041 0.0002 5.4% 0.0000
Volume 7 7 0 0.0% 82
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0599 1.0599 1.0599
R3 1.0599 1.0599 1.0599
R2 1.0599 1.0599 1.0599
R1 1.0599 1.0599 1.0599 1.0599
PP 1.0599 1.0599 1.0599 1.0599
S1 1.0599 1.0599 1.0599 1.0599
S2 1.0599 1.0599 1.0599
S3 1.0599 1.0599 1.0599
S4 1.0599 1.0599 1.0599
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1056 1.0977 1.0721
R3 1.0933 1.0854 1.0687
R2 1.0810 1.0810 1.0676
R1 1.0731 1.0731 1.0664 1.0709
PP 1.0687 1.0687 1.0687 1.0676
S1 1.0608 1.0608 1.0642 1.0586
S2 1.0564 1.0564 1.0630
S3 1.0441 1.0485 1.0619
S4 1.0318 1.0362 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0723 1.0599 0.0124 1.2% 0.0014 0.1% 0% False True 17
10 1.0765 1.0599 0.0166 1.6% 0.0026 0.2% 0% False True 11
20 1.0961 1.0599 0.0362 3.4% 0.0026 0.2% 0% False True 13
40 1.1100 1.0599 0.0501 4.7% 0.0013 0.1% 0% False True 7
60 1.1299 1.0599 0.0700 6.6% 0.0010 0.1% 0% False True 8
80 1.1309 1.0599 0.0710 6.7% 0.0008 0.1% 0% False True 6
100 1.1481 1.0599 0.0882 8.3% 0.0006 0.1% 0% False True 5
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0599
2.618 1.0599
1.618 1.0599
1.000 1.0599
0.618 1.0599
HIGH 1.0599
0.618 1.0599
0.500 1.0599
0.382 1.0599
LOW 1.0599
0.618 1.0599
1.000 1.0599
1.618 1.0599
2.618 1.0599
4.250 1.0599
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 1.0599 1.0634
PP 1.0599 1.0622
S1 1.0599 1.0611

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

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