CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 1.0239 1.0306 0.0067 0.7% 1.0353
High 1.0374 1.0313 -0.0061 -0.6% 1.0415
Low 1.0216 1.0216 0.0000 0.0% 1.0216
Close 1.0298 1.0232 -0.0066 -0.6% 1.0232
Range 0.0158 0.0097 -0.0061 -38.6% 0.0199
ATR 0.0080 0.0081 0.0001 1.5% 0.0000
Volume 7,734 3,866 -3,868 -50.0% 16,339
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0545 1.0485 1.0285
R3 1.0448 1.0388 1.0259
R2 1.0351 1.0351 1.0250
R1 1.0291 1.0291 1.0241 1.0273
PP 1.0254 1.0254 1.0254 1.0244
S1 1.0194 1.0194 1.0223 1.0176
S2 1.0157 1.0157 1.0214
S3 1.0060 1.0097 1.0205
S4 0.9963 1.0000 1.0179
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0885 1.0757 1.0341
R3 1.0686 1.0558 1.0287
R2 1.0487 1.0487 1.0268
R1 1.0359 1.0359 1.0250 1.0324
PP 1.0288 1.0288 1.0288 1.0270
S1 1.0160 1.0160 1.0214 1.0125
S2 1.0089 1.0089 1.0196
S3 0.9890 0.9961 1.0177
S4 0.9691 0.9762 1.0123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0216 0.0199 1.9% 0.0099 1.0% 8% False True 3,267
10 1.0464 1.0216 0.0248 2.4% 0.0090 0.9% 6% False True 1,958
20 1.0502 1.0216 0.0286 2.8% 0.0081 0.8% 6% False True 1,049
40 1.0642 1.0216 0.0426 4.2% 0.0066 0.6% 4% False True 546
60 1.0765 1.0216 0.0549 5.4% 0.0057 0.6% 3% False True 367
80 1.1100 1.0216 0.0884 8.6% 0.0046 0.4% 2% False True 278
100 1.1167 1.0216 0.0951 9.3% 0.0037 0.4% 2% False True 223
120 1.1309 1.0216 0.1093 10.7% 0.0031 0.3% 1% False True 187
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0725
2.618 1.0567
1.618 1.0470
1.000 1.0410
0.618 1.0373
HIGH 1.0313
0.618 1.0276
0.500 1.0265
0.382 1.0253
LOW 1.0216
0.618 1.0156
1.000 1.0119
1.618 1.0059
2.618 0.9962
4.250 0.9804
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 1.0265 1.0295
PP 1.0254 1.0274
S1 1.0243 1.0253

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

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