CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 1.0513 1.0518 0.0005 0.0% 1.0631
High 1.0546 1.0533 -0.0013 -0.1% 1.0699
Low 1.0499 1.0426 -0.0073 -0.7% 1.0511
Close 1.0524 1.0479 -0.0045 -0.4% 1.0519
Range 0.0047 0.0107 0.0060 127.7% 0.0188
ATR 0.0064 0.0067 0.0003 4.8% 0.0000
Volume 33,716 54,207 20,491 60.8% 167,300
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0800 1.0747 1.0538
R3 1.0693 1.0640 1.0508
R2 1.0586 1.0586 1.0499
R1 1.0533 1.0533 1.0489 1.0506
PP 1.0479 1.0479 1.0479 1.0466
S1 1.0426 1.0426 1.0469 1.0399
S2 1.0372 1.0372 1.0459
S3 1.0265 1.0319 1.0450
S4 1.0158 1.0212 1.0420
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.1140 1.1018 1.0622
R3 1.0952 1.0830 1.0571
R2 1.0764 1.0764 1.0553
R1 1.0642 1.0642 1.0536 1.0609
PP 1.0576 1.0576 1.0576 1.0560
S1 1.0454 1.0454 1.0502 1.0421
S2 1.0388 1.0388 1.0485
S3 1.0200 1.0266 1.0467
S4 1.0012 1.0078 1.0416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0658 1.0426 0.0232 2.2% 0.0074 0.7% 23% False True 38,437
10 1.0735 1.0426 0.0309 2.9% 0.0079 0.8% 17% False True 39,816
20 1.0909 1.0426 0.0483 4.6% 0.0074 0.7% 11% False True 31,050
40 1.1090 1.0426 0.0664 6.3% 0.0058 0.6% 8% False True 15,745
60 1.1243 1.0426 0.0817 7.8% 0.0046 0.4% 6% False True 10,507
80 1.1305 1.0426 0.0879 8.4% 0.0038 0.4% 6% False True 7,884
100 1.1305 1.0426 0.0879 8.4% 0.0032 0.3% 6% False True 6,307
120 1.1468 1.0426 0.1042 9.9% 0.0026 0.3% 5% False True 5,257
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 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0988
2.618 1.0813
1.618 1.0706
1.000 1.0640
0.618 1.0599
HIGH 1.0533
0.618 1.0492
0.500 1.0480
0.382 1.0467
LOW 1.0426
0.618 1.0360
1.000 1.0319
1.618 1.0253
2.618 1.0146
4.250 0.9971
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 1.0480 1.0502
PP 1.0479 1.0494
S1 1.0479 1.0487

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

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