CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 1.0075 0.9952 -0.0123 -1.2% 1.0140
High 1.0077 0.9978 -0.0099 -1.0% 1.0175
Low 0.9970 0.9904 -0.0066 -0.7% 0.9970
Close 1.0001 0.9948 -0.0053 -0.5% 1.0001
Range 0.0107 0.0074 -0.0033 -30.8% 0.0205
ATR 0.0079 0.0080 0.0001 1.7% 0.0000
Volume 28,789 39,821 11,032 38.3% 86,131
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.0165 1.0131 0.9989
R3 1.0091 1.0057 0.9968
R2 1.0017 1.0017 0.9962
R1 0.9983 0.9983 0.9955 0.9963
PP 0.9943 0.9943 0.9943 0.9934
S1 0.9909 0.9909 0.9941 0.9889
S2 0.9869 0.9869 0.9934
S3 0.9795 0.9835 0.9928
S4 0.9721 0.9761 0.9907
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.0664 1.0537 1.0114
R3 1.0459 1.0332 1.0057
R2 1.0254 1.0254 1.0039
R1 1.0127 1.0127 1.0020 1.0088
PP 1.0049 1.0049 1.0049 1.0029
S1 0.9922 0.9922 0.9982 0.9883
S2 0.9844 0.9844 0.9963
S3 0.9639 0.9717 0.9945
S4 0.9434 0.9512 0.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0175 0.9904 0.0271 2.7% 0.0073 0.7% 16% False True 25,190
10 1.0235 0.9904 0.0331 3.3% 0.0063 0.6% 13% False True 22,544
20 1.0478 0.9904 0.0574 5.8% 0.0082 0.8% 8% False True 32,549
40 1.0502 0.9904 0.0598 6.0% 0.0083 0.8% 7% False True 16,709
60 1.0642 0.9904 0.0738 7.4% 0.0071 0.7% 6% False True 11,149
80 1.0765 0.9904 0.0861 8.7% 0.0062 0.6% 5% False True 8,365
100 1.1100 0.9904 0.1196 12.0% 0.0052 0.5% 4% False True 6,693
120 1.1167 0.9904 0.1263 12.7% 0.0044 0.4% 3% False True 5,578
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0293
2.618 1.0172
1.618 1.0098
1.000 1.0052
0.618 1.0024
HIGH 0.9978
0.618 0.9950
0.500 0.9941
0.382 0.9932
LOW 0.9904
0.618 0.9858
1.000 0.9830
1.618 0.9784
2.618 0.9710
4.250 0.9590
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.9946 1.0020
PP 0.9943 0.9996
S1 0.9941 0.9972

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

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