CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 1.0306 1.0222 -0.0084 -0.8% 1.0353
High 1.0313 1.0274 -0.0039 -0.4% 1.0415
Low 1.0216 1.0196 -0.0020 -0.2% 1.0216
Close 1.0232 1.0262 0.0030 0.3% 1.0232
Range 0.0097 0.0078 -0.0019 -19.6% 0.0199
ATR 0.0081 0.0081 0.0000 -0.3% 0.0000
Volume 3,866 8,139 4,273 110.5% 16,339
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0478 1.0448 1.0305
R3 1.0400 1.0370 1.0283
R2 1.0322 1.0322 1.0276
R1 1.0292 1.0292 1.0269 1.0307
PP 1.0244 1.0244 1.0244 1.0252
S1 1.0214 1.0214 1.0255 1.0229
S2 1.0166 1.0166 1.0248
S3 1.0088 1.0136 1.0241
S4 1.0010 1.0058 1.0219
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 1.0381 1.0196 0.0185 1.8% 0.0098 1.0% 36% False True 4,618
10 1.0433 1.0196 0.0237 2.3% 0.0083 0.8% 28% False True 2,760
20 1.0502 1.0196 0.0306 3.0% 0.0081 0.8% 22% False True 1,453
40 1.0642 1.0196 0.0446 4.3% 0.0068 0.7% 15% False True 749
60 1.0765 1.0196 0.0569 5.5% 0.0057 0.6% 12% False True 503
80 1.1100 1.0196 0.0904 8.8% 0.0047 0.5% 7% False True 379
100 1.1163 1.0196 0.0967 9.4% 0.0038 0.4% 7% False True 304
120 1.1309 1.0196 0.1113 10.8% 0.0032 0.3% 6% False True 255
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0606
2.618 1.0478
1.618 1.0400
1.000 1.0352
0.618 1.0322
HIGH 1.0274
0.618 1.0244
0.500 1.0235
0.382 1.0226
LOW 1.0196
0.618 1.0148
1.000 1.0118
1.618 1.0070
2.618 0.9992
4.250 0.9865
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 1.0253 1.0285
PP 1.0244 1.0277
S1 1.0235 1.0270

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

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