CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 1.0622 1.0631 0.0009 0.1% 1.0515
High 1.0622 1.0631 0.0009 0.1% 1.0642
Low 1.0575 1.0631 0.0056 0.5% 1.0482
Close 1.0593 1.0631 0.0038 0.4% 1.0593
Range 0.0047 0.0000 -0.0047 -100.0% 0.0160
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 16 8 -8 -50.0% 268
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0631 1.0631 1.0631
R3 1.0631 1.0631 1.0631
R2 1.0631 1.0631 1.0631
R1 1.0631 1.0631 1.0631 1.0631
PP 1.0631 1.0631 1.0631 1.0631
S1 1.0631 1.0631 1.0631 1.0631
S2 1.0631 1.0631 1.0631
S3 1.0631 1.0631 1.0631
S4 1.0631 1.0631 1.0631
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1052 1.0983 1.0681
R3 1.0892 1.0823 1.0637
R2 1.0732 1.0732 1.0622
R1 1.0663 1.0663 1.0608 1.0698
PP 1.0572 1.0572 1.0572 1.0590
S1 1.0503 1.0503 1.0578 1.0538
S2 1.0412 1.0412 1.0564
S3 1.0252 1.0343 1.0549
S4 1.0092 1.0183 1.0505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0642 1.0482 0.0160 1.5% 0.0054 0.5% 93% False False 55
10 1.0642 1.0425 0.0217 2.0% 0.0037 0.3% 95% False False 29
20 1.0668 1.0351 0.0317 3.0% 0.0038 0.4% 88% False False 20
40 1.0961 1.0351 0.0610 5.7% 0.0032 0.3% 46% False False 16
60 1.1100 1.0351 0.0749 7.0% 0.0022 0.2% 37% False False 11
80 1.1309 1.0351 0.0958 9.0% 0.0017 0.2% 29% False False 11
100 1.1309 1.0351 0.0958 9.0% 0.0014 0.1% 29% False False 9
120 1.1481 1.0351 0.1130 10.6% 0.0012 0.1% 25% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0631
2.618 1.0631
1.618 1.0631
1.000 1.0631
0.618 1.0631
HIGH 1.0631
0.618 1.0631
0.500 1.0631
0.382 1.0631
LOW 1.0631
0.618 1.0631
1.000 1.0631
1.618 1.0631
2.618 1.0631
4.250 1.0631
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 1.0631 1.0623
PP 1.0631 1.0614
S1 1.0631 1.0606

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

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