CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 1.0425 1.0517 0.0092 0.9% 1.0542
High 1.0465 1.0517 0.0052 0.5% 1.0557
Low 1.0425 1.0517 0.0092 0.9% 1.0351
Close 1.0465 1.0517 0.0052 0.5% 1.0351
Range 0.0040 0.0000 -0.0040 -100.0% 0.0206
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 8 5 -3 -37.5% 54
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0517 1.0517 1.0517
R3 1.0517 1.0517 1.0517
R2 1.0517 1.0517 1.0517
R1 1.0517 1.0517 1.0517 1.0517
PP 1.0517 1.0517 1.0517 1.0517
S1 1.0517 1.0517 1.0517 1.0517
S2 1.0517 1.0517 1.0517
S3 1.0517 1.0517 1.0517
S4 1.0517 1.0517 1.0517
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1038 1.0900 1.0464
R3 1.0832 1.0694 1.0408
R2 1.0626 1.0626 1.0389
R1 1.0488 1.0488 1.0370 1.0454
PP 1.0420 1.0420 1.0420 1.0403
S1 1.0282 1.0282 1.0332 1.0248
S2 1.0214 1.0214 1.0313
S3 1.0008 1.0076 1.0294
S4 0.9802 0.9870 1.0238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0517 1.0351 0.0166 1.6% 0.0062 0.6% 100% True False 9
10 1.0581 1.0351 0.0230 2.2% 0.0043 0.4% 72% False False 10
20 1.0765 1.0351 0.0414 3.9% 0.0035 0.3% 40% False False 11
40 1.1100 1.0351 0.0749 7.1% 0.0024 0.2% 22% False False 9
60 1.1167 1.0351 0.0816 7.8% 0.0016 0.2% 20% False False 8
80 1.1309 1.0351 0.0958 9.1% 0.0013 0.1% 17% False False 8
100 1.1309 1.0351 0.0958 9.1% 0.0011 0.1% 17% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0517
2.618 1.0517
1.618 1.0517
1.000 1.0517
0.618 1.0517
HIGH 1.0517
0.618 1.0517
0.500 1.0517
0.382 1.0517
LOW 1.0517
0.618 1.0517
1.000 1.0517
1.618 1.0517
2.618 1.0517
4.250 1.0517
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 1.0517 1.0491
PP 1.0517 1.0465
S1 1.0517 1.0439

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

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