CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 1.0599 1.0581 -0.0018 -0.2% 1.0755
High 1.0599 1.0581 -0.0018 -0.2% 1.0765
Low 1.0599 1.0581 -0.0018 -0.2% 1.0642
Close 1.0599 1.0581 -0.0018 -0.2% 1.0653
Range
ATR 0.0041 0.0040 -0.0002 -4.0% 0.0000
Volume 7 7 0 0.0% 82
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0581 1.0581 1.0581
R3 1.0581 1.0581 1.0581
R2 1.0581 1.0581 1.0581
R1 1.0581 1.0581 1.0581 1.0581
PP 1.0581 1.0581 1.0581 1.0581
S1 1.0581 1.0581 1.0581 1.0581
S2 1.0581 1.0581 1.0581
S3 1.0581 1.0581 1.0581
S4 1.0581 1.0581 1.0581
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 1.0675 1.0581 0.0094 0.9% 0.0004 0.0% 0% False True 16
10 1.0765 1.0581 0.0184 1.7% 0.0026 0.2% 0% False True 11
20 1.0961 1.0581 0.0380 3.6% 0.0026 0.2% 0% False True 14
40 1.1100 1.0581 0.0519 4.9% 0.0013 0.1% 0% False True 7
60 1.1276 1.0581 0.0695 6.6% 0.0010 0.1% 0% False True 9
80 1.1309 1.0581 0.0728 6.9% 0.0008 0.1% 0% False True 7
100 1.1481 1.0581 0.0900 8.5% 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 1.0581
2.618 1.0581
1.618 1.0581
1.000 1.0581
0.618 1.0581
HIGH 1.0581
0.618 1.0581
0.500 1.0581
0.382 1.0581
LOW 1.0581
0.618 1.0581
1.000 1.0581
1.618 1.0581
2.618 1.0581
4.250 1.0581
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 1.0581 1.0625
PP 1.0581 1.0610
S1 1.0581 1.0596

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

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