CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 0.9865 0.9827 -0.0038 -0.4% 0.9952
High 0.9876 0.9875 -0.0001 0.0% 0.9978
Low 0.9799 0.9805 0.0006 0.1% 0.9799
Close 0.9821 0.9871 0.0050 0.5% 0.9871
Range 0.0077 0.0070 -0.0007 -9.1% 0.0179
ATR 0.0080 0.0079 -0.0001 -0.9% 0.0000
Volume 35,684 46,244 10,560 29.6% 211,178
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.0060 1.0036 0.9910
R3 0.9990 0.9966 0.9890
R2 0.9920 0.9920 0.9884
R1 0.9896 0.9896 0.9877 0.9908
PP 0.9850 0.9850 0.9850 0.9857
S1 0.9826 0.9826 0.9865 0.9838
S2 0.9780 0.9780 0.9858
S3 0.9710 0.9756 0.9852
S4 0.9640 0.9686 0.9833
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.0420 1.0324 0.9969
R3 1.0241 1.0145 0.9920
R2 1.0062 1.0062 0.9904
R1 0.9966 0.9966 0.9887 0.9925
PP 0.9883 0.9883 0.9883 0.9862
S1 0.9787 0.9787 0.9855 0.9746
S2 0.9704 0.9704 0.9838
S3 0.9525 0.9608 0.9822
S4 0.9346 0.9429 0.9773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9978 0.9799 0.0179 1.8% 0.0073 0.7% 40% False False 42,235
10 1.0188 0.9799 0.0389 3.9% 0.0071 0.7% 19% False False 30,366
20 1.0478 0.9799 0.0679 6.9% 0.0078 0.8% 11% False False 38,751
40 1.0502 0.9799 0.0703 7.1% 0.0081 0.8% 10% False False 20,974
60 1.0642 0.9799 0.0843 8.5% 0.0075 0.8% 9% False False 14,005
80 1.0726 0.9799 0.0927 9.4% 0.0064 0.6% 8% False False 10,506
100 1.1021 0.9799 0.1222 12.4% 0.0055 0.6% 6% False False 8,407
120 1.1107 0.9799 0.1308 13.3% 0.0046 0.5% 6% False False 7,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0173
2.618 1.0058
1.618 0.9988
1.000 0.9945
0.618 0.9918
HIGH 0.9875
0.618 0.9848
0.500 0.9840
0.382 0.9832
LOW 0.9805
0.618 0.9762
1.000 0.9735
1.618 0.9692
2.618 0.9622
4.250 0.9508
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 0.9861 0.9867
PP 0.9850 0.9863
S1 0.9840 0.9859

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

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