CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1.0433 1.0342 -0.0091 -0.9% 1.0537
High 1.0438 1.0381 -0.0057 -0.5% 1.0592
Low 1.0368 1.0340 -0.0028 -0.3% 1.0368
Close 1.0402 1.0377 -0.0025 -0.2% 1.0402
Range 0.0070 0.0041 -0.0029 -41.4% 0.0224
ATR 0.0060 0.0061 0.0000 0.2% 0.0000
Volume 10 34 24 240.0% 85
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0489 1.0474 1.0400
R3 1.0448 1.0433 1.0388
R2 1.0407 1.0407 1.0385
R1 1.0392 1.0392 1.0381 1.0400
PP 1.0366 1.0366 1.0366 1.0370
S1 1.0351 1.0351 1.0373 1.0359
S2 1.0325 1.0325 1.0369
S3 1.0284 1.0310 1.0366
S4 1.0243 1.0269 1.0354
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1126 1.0988 1.0525
R3 1.0902 1.0764 1.0464
R2 1.0678 1.0678 1.0443
R1 1.0540 1.0540 1.0423 1.0497
PP 1.0454 1.0454 1.0454 1.0433
S1 1.0316 1.0316 1.0381 1.0273
S2 1.0230 1.0230 1.0361
S3 1.0006 1.0092 1.0340
S4 0.9782 0.9868 1.0279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0592 1.0340 0.0252 2.4% 0.0064 0.6% 15% False True 19
10 1.0600 1.0340 0.0260 2.5% 0.0050 0.5% 14% False True 19
20 1.0642 1.0340 0.0302 2.9% 0.0043 0.4% 12% False True 24
40 1.0765 1.0340 0.0425 4.1% 0.0040 0.4% 9% False True 19
60 1.1100 1.0340 0.0760 7.3% 0.0030 0.3% 5% False True 14
80 1.1239 1.0340 0.0899 8.7% 0.0023 0.2% 4% False True 12
100 1.1309 1.0340 0.0969 9.3% 0.0019 0.2% 4% False True 11
120 1.1309 1.0340 0.0969 9.3% 0.0016 0.2% 4% False True 9
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0555
2.618 1.0488
1.618 1.0447
1.000 1.0422
0.618 1.0406
HIGH 1.0381
0.618 1.0365
0.500 1.0361
0.382 1.0356
LOW 1.0340
0.618 1.0315
1.000 1.0299
1.618 1.0274
2.618 1.0233
4.250 1.0166
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1.0372 1.0413
PP 1.0366 1.0401
S1 1.0361 1.0389

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

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