CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 1.0465 1.0493 0.0028 0.3% 1.0542
High 1.0516 1.0493 -0.0023 -0.2% 1.0557
Low 1.0465 1.0351 -0.0114 -1.1% 1.0351
Close 1.0505 1.0351 -0.0154 -1.5% 1.0351
Range 0.0051 0.0142 0.0091 178.4% 0.0206
ATR 0.0043 0.0050 0.0008 18.7% 0.0000
Volume 4 4 0 0.0% 54
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0824 1.0730 1.0429
R3 1.0682 1.0588 1.0390
R2 1.0540 1.0540 1.0377
R1 1.0446 1.0446 1.0364 1.0422
PP 1.0398 1.0398 1.0398 1.0387
S1 1.0304 1.0304 1.0338 1.0280
S2 1.0256 1.0256 1.0325
S3 1.0114 1.0162 1.0312
S4 0.9972 1.0020 1.0273
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.1038 1.0900 1.0464
R3 1.0832 1.0694 1.0408
R2 1.0626 1.0626 1.0389
R1 1.0488 1.0488 1.0370 1.0454
PP 1.0420 1.0420 1.0420 1.0403
S1 1.0282 1.0282 1.0332 1.0248
S2 1.0214 1.0214 1.0313
S3 1.0008 1.0076 1.0294
S4 0.9802 0.9870 1.0238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0557 1.0351 0.0206 2.0% 0.0057 0.6% 0% False True 10
10 1.0668 1.0351 0.0317 3.1% 0.0032 0.3% 0% False True 8
20 1.0765 1.0351 0.0414 4.0% 0.0033 0.3% 0% False True 16
40 1.1100 1.0351 0.0749 7.2% 0.0021 0.2% 0% False True 8
60 1.1239 1.0351 0.0888 8.6% 0.0014 0.1% 0% False True 8
80 1.1309 1.0351 0.0958 9.3% 0.0012 0.1% 0% False True 7
100 1.1309 1.0351 0.0958 9.3% 0.0009 0.1% 0% False True 6
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 0.0001
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1097
2.618 1.0865
1.618 1.0723
1.000 1.0635
0.618 1.0581
HIGH 1.0493
0.618 1.0439
0.500 1.0422
0.382 1.0405
LOW 1.0351
0.618 1.0263
1.000 1.0209
1.618 1.0121
2.618 0.9979
4.250 0.9748
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 1.0422 1.0434
PP 1.0398 1.0406
S1 1.0375 1.0379

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

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