CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 1.0367 1.0284 -0.0083 -0.8% 1.0374
High 1.0416 1.0365 -0.0051 -0.5% 1.0441
Low 1.0272 1.0268 -0.0004 0.0% 1.0268
Close 1.0291 1.0342 0.0051 0.5% 1.0342
Range 0.0144 0.0097 -0.0047 -32.6% 0.0173
ATR 0.0089 0.0090 0.0001 0.6% 0.0000
Volume 64,959 59,306 -5,653 -8.7% 260,507
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0616 1.0576 1.0395
R3 1.0519 1.0479 1.0369
R2 1.0422 1.0422 1.0360
R1 1.0382 1.0382 1.0351 1.0402
PP 1.0325 1.0325 1.0325 1.0335
S1 1.0285 1.0285 1.0333 1.0305
S2 1.0228 1.0228 1.0324
S3 1.0131 1.0188 1.0315
S4 1.0034 1.0091 1.0289
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.0869 1.0779 1.0437
R3 1.0696 1.0606 1.0390
R2 1.0523 1.0523 1.0374
R1 1.0433 1.0433 1.0358 1.0392
PP 1.0350 1.0350 1.0350 1.0330
S1 1.0260 1.0260 1.0326 1.0219
S2 1.0177 1.0177 1.0310
S3 1.0004 1.0087 1.0294
S4 0.9831 0.9914 1.0247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0441 1.0268 0.0173 1.7% 0.0093 0.9% 43% False True 52,101
10 1.0595 1.0268 0.0327 3.2% 0.0090 0.9% 23% False True 46,977
20 1.0688 1.0268 0.0420 4.1% 0.0093 0.9% 18% False True 44,863
40 1.0761 1.0268 0.0493 4.8% 0.0088 0.8% 15% False True 43,749
60 1.1090 1.0268 0.0822 7.9% 0.0077 0.7% 9% False True 31,937
80 1.1155 1.0268 0.0887 8.6% 0.0065 0.6% 8% False True 23,960
100 1.1305 1.0268 0.1037 10.0% 0.0056 0.5% 7% False True 19,172
120 1.1305 1.0268 0.1037 10.0% 0.0048 0.5% 7% False True 15,977
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 1.0777
2.618 1.0619
1.618 1.0522
1.000 1.0462
0.618 1.0425
HIGH 1.0365
0.618 1.0328
0.500 1.0317
0.382 1.0305
LOW 1.0268
0.618 1.0208
1.000 1.0171
1.618 1.0111
2.618 1.0014
4.250 0.9856
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 1.0334 1.0353
PP 1.0325 1.0349
S1 1.0317 1.0346

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

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