CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 1.0253 1.0312 0.0059 0.6% 1.0353
High 1.0371 1.0361 -0.0010 -0.1% 1.0415
Low 1.0237 1.0298 0.0061 0.6% 1.0216
Close 1.0310 1.0350 0.0040 0.4% 1.0232
Range 0.0134 0.0063 -0.0071 -53.0% 0.0199
ATR 0.0085 0.0083 -0.0002 -1.8% 0.0000
Volume 17,441 17,878 437 2.5% 16,339
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0525 1.0501 1.0385
R3 1.0462 1.0438 1.0367
R2 1.0399 1.0399 1.0362
R1 1.0375 1.0375 1.0356 1.0387
PP 1.0336 1.0336 1.0336 1.0343
S1 1.0312 1.0312 1.0344 1.0324
S2 1.0273 1.0273 1.0338
S3 1.0210 1.0249 1.0333
S4 1.0147 1.0186 1.0315
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 1.0374 1.0196 0.0178 1.7% 0.0106 1.0% 87% False False 11,011
10 1.0433 1.0196 0.0237 2.3% 0.0091 0.9% 65% False False 6,240
20 1.0502 1.0196 0.0306 3.0% 0.0084 0.8% 50% False False 3,198
40 1.0642 1.0196 0.0446 4.3% 0.0073 0.7% 35% False False 1,632
60 1.0726 1.0196 0.0530 5.1% 0.0059 0.6% 29% False False 1,091
80 1.1021 1.0196 0.0825 8.0% 0.0049 0.5% 19% False False 821
100 1.1107 1.0196 0.0911 8.8% 0.0040 0.4% 17% False False 657
120 1.1309 1.0196 0.1113 10.8% 0.0033 0.3% 14% False False 549
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0629
2.618 1.0526
1.618 1.0463
1.000 1.0424
0.618 1.0400
HIGH 1.0361
0.618 1.0337
0.500 1.0330
0.382 1.0322
LOW 1.0298
0.618 1.0259
1.000 1.0235
1.618 1.0196
2.618 1.0133
4.250 1.0030
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 1.0343 1.0328
PP 1.0336 1.0306
S1 1.0330 1.0284

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

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