CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 1.0642 1.0646 0.0004 0.0% 1.0725
High 1.0699 1.0658 -0.0041 -0.4% 1.0761
Low 1.0642 1.0579 -0.0063 -0.6% 1.0610
Close 1.0656 1.0587 -0.0069 -0.6% 1.0640
Range 0.0057 0.0079 0.0022 38.6% 0.0151
ATR 0.0063 0.0065 0.0001 1.7% 0.0000
Volume 29,759 32,593 2,834 9.5% 208,149
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0845 1.0795 1.0630
R3 1.0766 1.0716 1.0609
R2 1.0687 1.0687 1.0601
R1 1.0637 1.0637 1.0594 1.0623
PP 1.0608 1.0608 1.0608 1.0601
S1 1.0558 1.0558 1.0580 1.0544
S2 1.0529 1.0529 1.0573
S3 1.0450 1.0479 1.0565
S4 1.0371 1.0400 1.0544
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1123 1.1033 1.0723
R3 1.0972 1.0882 1.0682
R2 1.0821 1.0821 1.0668
R1 1.0731 1.0731 1.0654 1.0701
PP 1.0670 1.0670 1.0670 1.0655
S1 1.0580 1.0580 1.0626 1.0550
S2 1.0519 1.0519 1.0612
S3 1.0368 1.0429 1.0598
S4 1.0217 1.0278 1.0557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0723 1.0579 0.0144 1.4% 0.0077 0.7% 6% False True 35,793
10 1.0761 1.0579 0.0182 1.7% 0.0072 0.7% 4% False True 37,812
20 1.0966 1.0579 0.0387 3.7% 0.0069 0.6% 2% False True 23,268
40 1.1090 1.0579 0.0511 4.8% 0.0053 0.5% 2% False True 11,759
60 1.1305 1.0579 0.0726 6.9% 0.0042 0.4% 1% False True 7,850
80 1.1305 1.0579 0.0726 6.9% 0.0035 0.3% 1% False True 5,889
100 1.1468 1.0579 0.0889 8.4% 0.0029 0.3% 1% False True 4,712
120 1.1468 1.0579 0.0889 8.4% 0.0024 0.2% 1% False True 3,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0994
2.618 1.0865
1.618 1.0786
1.000 1.0737
0.618 1.0707
HIGH 1.0658
0.618 1.0628
0.500 1.0619
0.382 1.0609
LOW 1.0579
0.618 1.0530
1.000 1.0500
1.618 1.0451
2.618 1.0372
4.250 1.0243
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 1.0619 1.0639
PP 1.0608 1.0622
S1 1.0598 1.0604

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

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