CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 1.0542 1.0454 -0.0088 -0.8% 1.0361
High 1.0542 1.0454 -0.0088 -0.8% 1.0542
Low 1.0496 1.0454 -0.0042 -0.4% 1.0361
Close 1.0496 1.0454 -0.0042 -0.4% 1.0454
Range 0.0046 0.0000 -0.0046 -100.0% 0.0181
ATR 0.0052 0.0051 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 43
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0454 1.0454 1.0454
R3 1.0454 1.0454 1.0454
R2 1.0454 1.0454 1.0454
R1 1.0454 1.0454 1.0454 1.0454
PP 1.0454 1.0454 1.0454 1.0454
S1 1.0454 1.0454 1.0454 1.0454
S2 1.0454 1.0454 1.0454
S3 1.0454 1.0454 1.0454
S4 1.0454 1.0454 1.0454
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0995 1.0906 1.0554
R3 1.0814 1.0725 1.0504
R2 1.0633 1.0633 1.0487
R1 1.0544 1.0544 1.0471 1.0589
PP 1.0452 1.0452 1.0452 1.0475
S1 1.0363 1.0363 1.0437 1.0408
S2 1.0271 1.0271 1.0421
S3 1.0090 1.0182 1.0404
S4 0.9909 1.0001 1.0354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0542 1.0361 0.0181 1.7% 0.0032 0.3% 51% False False 8
10 1.0557 1.0351 0.0206 2.0% 0.0045 0.4% 50% False False 9
20 1.0765 1.0351 0.0414 4.0% 0.0035 0.3% 25% False False 10
40 1.1100 1.0351 0.0749 7.2% 0.0025 0.2% 14% False False 9
60 1.1163 1.0351 0.0812 7.8% 0.0017 0.2% 13% False False 7
80 1.1309 1.0351 0.0958 9.2% 0.0014 0.1% 11% False False 8
100 1.1309 1.0351 0.0958 9.2% 0.0011 0.1% 11% False False 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0454
1.618 1.0454
1.000 1.0454
0.618 1.0454
HIGH 1.0454
0.618 1.0454
0.500 1.0454
0.382 1.0454
LOW 1.0454
0.618 1.0454
1.000 1.0454
1.618 1.0454
2.618 1.0454
4.250 1.0454
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 1.0454 1.0498
PP 1.0454 1.0483
S1 1.0454 1.0469

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

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