CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 1.0175 1.0178 0.0003 0.0% 1.0394
High 1.0214 1.0193 -0.0021 -0.2% 1.0478
Low 1.0169 1.0131 -0.0038 -0.4% 1.0169
Close 1.0172 1.0142 -0.0030 -0.3% 1.0176
Range 0.0045 0.0062 0.0017 37.8% 0.0309
ATR 0.0087 0.0085 -0.0002 -2.1% 0.0000
Volume 22,317 21,026 -1,291 -5.8% 324,581
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0341 1.0304 1.0176
R3 1.0279 1.0242 1.0159
R2 1.0217 1.0217 1.0153
R1 1.0180 1.0180 1.0148 1.0168
PP 1.0155 1.0155 1.0155 1.0149
S1 1.0118 1.0118 1.0136 1.0106
S2 1.0093 1.0093 1.0131
S3 1.0031 1.0056 1.0125
S4 0.9969 0.9994 1.0108
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.1201 1.0998 1.0346
R3 1.0892 1.0689 1.0261
R2 1.0583 1.0583 1.0233
R1 1.0380 1.0380 1.0204 1.0327
PP 1.0274 1.0274 1.0274 1.0248
S1 1.0071 1.0071 1.0148 1.0018
S2 0.9965 0.9965 1.0119
S3 0.9656 0.9762 1.0091
S4 0.9347 0.9453 1.0006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0434 1.0131 0.0303 3.0% 0.0092 0.9% 4% False True 50,540
10 1.0478 1.0131 0.0347 3.4% 0.0087 0.9% 3% False True 48,011
20 1.0478 1.0131 0.0347 3.4% 0.0088 0.9% 3% False True 26,242
40 1.0592 1.0131 0.0461 4.5% 0.0082 0.8% 2% False True 13,179
60 1.0642 1.0131 0.0511 5.0% 0.0069 0.7% 2% False True 8,793
80 1.0919 1.0131 0.0788 7.8% 0.0059 0.6% 1% False True 6,599
100 1.1100 1.0131 0.0969 9.6% 0.0048 0.5% 1% False True 5,279
120 1.1255 1.0131 0.1124 11.1% 0.0040 0.4% 1% False True 4,401
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0457
2.618 1.0355
1.618 1.0293
1.000 1.0255
0.618 1.0231
HIGH 1.0193
0.618 1.0169
0.500 1.0162
0.382 1.0155
LOW 1.0131
0.618 1.0093
1.000 1.0069
1.618 1.0031
2.618 0.9969
4.250 0.9868
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 1.0162 1.0183
PP 1.0155 1.0169
S1 1.0149 1.0156

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

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