CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.0474 1.0464 -0.0010 -0.1% 1.0438
High 1.0474 1.0464 -0.0010 -0.1% 1.0502
Low 1.0436 1.0316 -0.0120 -1.1% 1.0316
Close 1.0459 1.0323 -0.0136 -1.3% 1.0323
Range 0.0038 0.0148 0.0110 289.5% 0.0186
ATR 0.0069 0.0075 0.0006 8.2% 0.0000
Volume 458 113 -345 -75.3% 799
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0812 1.0715 1.0404
R3 1.0664 1.0567 1.0364
R2 1.0516 1.0516 1.0350
R1 1.0419 1.0419 1.0337 1.0394
PP 1.0368 1.0368 1.0368 1.0355
S1 1.0271 1.0271 1.0309 1.0246
S2 1.0220 1.0220 1.0296
S3 1.0072 1.0123 1.0282
S4 0.9924 0.9975 1.0242
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0938 1.0817 1.0425
R3 1.0752 1.0631 1.0374
R2 1.0566 1.0566 1.0357
R1 1.0445 1.0445 1.0340 1.0413
PP 1.0380 1.0380 1.0380 1.0364
S1 1.0259 1.0259 1.0306 1.0227
S2 1.0194 1.0194 1.0289
S3 1.0008 1.0073 1.0272
S4 0.9822 0.9887 1.0221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0502 1.0316 0.0186 1.8% 0.0085 0.8% 4% False True 159
10 1.0502 1.0316 0.0186 1.8% 0.0079 0.8% 4% False True 146
20 1.0592 1.0287 0.0305 3.0% 0.0073 0.7% 12% False False 101
40 1.0642 1.0287 0.0355 3.4% 0.0059 0.6% 10% False False 61
60 1.0919 1.0287 0.0632 6.1% 0.0048 0.5% 6% False False 46
80 1.1100 1.0287 0.0813 7.9% 0.0036 0.4% 4% False False 34
100 1.1256 1.0287 0.0969 9.4% 0.0030 0.3% 4% False False 30
120 1.1309 1.0287 0.1022 9.9% 0.0025 0.2% 4% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.1093
2.618 1.0851
1.618 1.0703
1.000 1.0612
0.618 1.0555
HIGH 1.0464
0.618 1.0407
0.500 1.0390
0.382 1.0373
LOW 1.0316
0.618 1.0225
1.000 1.0168
1.618 1.0077
2.618 0.9929
4.250 0.9687
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.0390 1.0409
PP 1.0368 1.0380
S1 1.0345 1.0352

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

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