CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 1.0394 1.0371 -0.0023 -0.2% 1.0222
High 1.0399 1.0478 0.0079 0.8% 1.0407
Low 1.0348 1.0366 0.0018 0.2% 1.0196
Close 1.0365 1.0409 0.0044 0.4% 1.0378
Range 0.0051 0.0112 0.0061 119.6% 0.0211
ATR 0.0082 0.0084 0.0002 2.7% 0.0000
Volume 37,097 78,123 41,026 110.6% 137,770
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0754 1.0693 1.0471
R3 1.0642 1.0581 1.0440
R2 1.0530 1.0530 1.0430
R1 1.0469 1.0469 1.0419 1.0500
PP 1.0418 1.0418 1.0418 1.0433
S1 1.0357 1.0357 1.0399 1.0388
S2 1.0306 1.0306 1.0388
S3 1.0194 1.0245 1.0378
S4 1.0082 1.0133 1.0347
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 1.0478 1.0298 0.0180 1.7% 0.0081 0.8% 62% True False 45,482
10 1.0478 1.0196 0.0282 2.7% 0.0094 0.9% 76% True False 26,626
20 1.0502 1.0196 0.0306 2.9% 0.0085 0.8% 70% False False 13,656
40 1.0600 1.0196 0.0404 3.9% 0.0075 0.7% 53% False False 6,864
60 1.0668 1.0196 0.0472 4.5% 0.0063 0.6% 45% False False 4,582
80 1.0961 1.0196 0.0765 7.3% 0.0053 0.5% 28% False False 3,440
100 1.1100 1.0196 0.0904 8.7% 0.0043 0.4% 24% False False 2,752
120 1.1309 1.0196 0.1113 10.7% 0.0036 0.3% 19% False False 2,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0954
2.618 1.0771
1.618 1.0659
1.000 1.0590
0.618 1.0547
HIGH 1.0478
0.618 1.0435
0.500 1.0422
0.382 1.0409
LOW 1.0366
0.618 1.0297
1.000 1.0254
1.618 1.0185
2.618 1.0073
4.250 0.9890
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 1.0422 1.0406
PP 1.0418 1.0402
S1 1.0413 1.0399

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

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