CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 1.0371 1.0432 0.0061 0.6% 1.0222
High 1.0478 1.0434 -0.0044 -0.4% 1.0407
Low 1.0366 1.0274 -0.0092 -0.9% 1.0196
Close 1.0409 1.0281 -0.0128 -1.2% 1.0378
Range 0.0112 0.0160 0.0048 42.9% 0.0211
ATR 0.0084 0.0089 0.0005 6.5% 0.0000
Volume 78,123 70,839 -7,284 -9.3% 137,770
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0810 1.0705 1.0369
R3 1.0650 1.0545 1.0325
R2 1.0490 1.0490 1.0310
R1 1.0385 1.0385 1.0296 1.0358
PP 1.0330 1.0330 1.0330 1.0316
S1 1.0225 1.0225 1.0266 1.0198
S2 1.0170 1.0170 1.0252
S3 1.0010 1.0065 1.0237
S4 0.9850 0.9905 1.0193
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 1.0274 0.0204 2.0% 0.0100 1.0% 3% False True 56,074
10 1.0478 1.0196 0.0282 2.7% 0.0103 1.0% 30% False False 33,542
20 1.0502 1.0196 0.0306 3.0% 0.0089 0.9% 28% False False 17,195
40 1.0592 1.0196 0.0396 3.9% 0.0078 0.8% 21% False False 8,634
60 1.0642 1.0196 0.0446 4.3% 0.0065 0.6% 19% False False 5,763
80 1.0961 1.0196 0.0765 7.4% 0.0055 0.5% 11% False False 4,325
100 1.1100 1.0196 0.0904 8.8% 0.0045 0.4% 9% False False 3,460
120 1.1309 1.0196 0.1113 10.8% 0.0038 0.4% 8% False False 2,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 44 trading days
Fibonacci Retracements and Extensions
4.250 1.1114
2.618 1.0853
1.618 1.0693
1.000 1.0594
0.618 1.0533
HIGH 1.0434
0.618 1.0373
0.500 1.0354
0.382 1.0335
LOW 1.0274
0.618 1.0175
1.000 1.0114
1.618 1.0015
2.618 0.9855
4.250 0.9594
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 1.0354 1.0376
PP 1.0330 1.0344
S1 1.0305 1.0313

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

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