CME Swiss Franc Future March 2015


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Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 1.0358 1.0336 -0.0022 -0.2% 1.0222
High 1.0398 1.0407 0.0009 0.1% 1.0407
Low 1.0307 1.0320 0.0013 0.1% 1.0196
Close 1.0319 1.0378 0.0059 0.6% 1.0378
Range 0.0091 0.0087 -0.0004 -4.4% 0.0211
ATR 0.0084 0.0084 0.0000 0.4% 0.0000
Volume 39,229 55,083 15,854 40.4% 137,770
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0629 1.0591 1.0426
R3 1.0542 1.0504 1.0402
R2 1.0455 1.0455 1.0394
R1 1.0417 1.0417 1.0386 1.0436
PP 1.0368 1.0368 1.0368 1.0378
S1 1.0330 1.0330 1.0370 1.0349
S2 1.0281 1.0281 1.0362
S3 1.0194 1.0243 1.0354
S4 1.0107 1.0156 1.0330
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0960 1.0880 1.0494
R3 1.0749 1.0669 1.0436
R2 1.0538 1.0538 1.0417
R1 1.0458 1.0458 1.0397 1.0498
PP 1.0327 1.0327 1.0327 1.0347
S1 1.0247 1.0247 1.0359 1.0287
S2 1.0116 1.0116 1.0339
S3 0.9905 1.0036 1.0320
S4 0.9694 0.9825 1.0262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0407 1.0196 0.0211 2.0% 0.0091 0.9% 86% True False 27,554
10 1.0415 1.0196 0.0219 2.1% 0.0095 0.9% 83% False False 15,410
20 1.0502 1.0196 0.0306 2.9% 0.0088 0.8% 59% False False 7,904
40 1.0631 1.0196 0.0435 4.2% 0.0072 0.7% 42% False False 3,984
60 1.0675 1.0196 0.0479 4.6% 0.0060 0.6% 38% False False 2,663
80 1.0994 1.0196 0.0798 7.7% 0.0051 0.5% 23% False False 2,000
100 1.1101 1.0196 0.0905 8.7% 0.0041 0.4% 20% False False 1,600
120 1.1309 1.0196 0.1113 10.7% 0.0035 0.3% 16% False False 1,335
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0777
2.618 1.0635
1.618 1.0548
1.000 1.0494
0.618 1.0461
HIGH 1.0407
0.618 1.0374
0.500 1.0364
0.382 1.0353
LOW 1.0320
0.618 1.0266
1.000 1.0233
1.618 1.0179
2.618 1.0092
4.250 0.9950
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 1.0373 1.0370
PP 1.0368 1.0361
S1 1.0364 1.0353

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

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