CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 1.0464 1.0311 -0.0153 -1.5% 1.0438
High 1.0464 1.0362 -0.0102 -1.0% 1.0502
Low 1.0316 1.0296 -0.0020 -0.2% 1.0316
Close 1.0323 1.0356 0.0033 0.3% 1.0323
Range 0.0148 0.0066 -0.0082 -55.4% 0.0186
ATR 0.0075 0.0074 -0.0001 -0.8% 0.0000
Volume 113 315 202 178.8% 799
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0536 1.0512 1.0392
R3 1.0470 1.0446 1.0374
R2 1.0404 1.0404 1.0368
R1 1.0380 1.0380 1.0362 1.0392
PP 1.0338 1.0338 1.0338 1.0344
S1 1.0314 1.0314 1.0350 1.0326
S2 1.0272 1.0272 1.0344
S3 1.0206 1.0248 1.0338
S4 1.0140 1.0182 1.0320
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 1.0296 0.0206 2.0% 0.0078 0.8% 29% False True 198
10 1.0502 1.0296 0.0206 2.0% 0.0078 0.8% 29% False True 156
20 1.0592 1.0287 0.0305 2.9% 0.0075 0.7% 23% False False 116
40 1.0642 1.0287 0.0355 3.4% 0.0060 0.6% 19% False False 69
60 1.0919 1.0287 0.0632 6.1% 0.0049 0.5% 11% False False 51
80 1.1100 1.0287 0.0813 7.9% 0.0037 0.4% 8% False False 38
100 1.1255 1.0287 0.0968 9.3% 0.0030 0.3% 7% False False 33
120 1.1309 1.0287 0.1022 9.9% 0.0025 0.2% 7% False False 27
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0643
2.618 1.0535
1.618 1.0469
1.000 1.0428
0.618 1.0403
HIGH 1.0362
0.618 1.0337
0.500 1.0329
0.382 1.0321
LOW 1.0296
0.618 1.0255
1.000 1.0230
1.618 1.0189
2.618 1.0123
4.250 1.0016
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 1.0347 1.0385
PP 1.0338 1.0375
S1 1.0329 1.0366

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

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