CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 1.0176 1.0140 -0.0036 -0.4% 1.0175
High 1.0188 1.0175 -0.0013 -0.1% 1.0214
Low 1.0134 1.0109 -0.0025 -0.2% 1.0131
Close 1.0141 1.0122 -0.0019 -0.2% 1.0141
Range 0.0054 0.0066 0.0012 22.2% 0.0083
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 6,358 22,942 16,584 260.8% 58,825
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0333 1.0294 1.0158
R3 1.0267 1.0228 1.0140
R2 1.0201 1.0201 1.0134
R1 1.0162 1.0162 1.0128 1.0149
PP 1.0135 1.0135 1.0135 1.0129
S1 1.0096 1.0096 1.0116 1.0083
S2 1.0069 1.0069 1.0110
S3 1.0003 1.0030 1.0104
S4 0.9937 0.9964 1.0086
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.0411 1.0359 1.0187
R3 1.0328 1.0276 1.0164
R2 1.0245 1.0245 1.0156
R1 1.0193 1.0193 1.0149 1.0178
PP 1.0162 1.0162 1.0162 1.0154
S1 1.0110 1.0110 1.0133 1.0095
S2 1.0079 1.0079 1.0126
S3 0.9996 1.0027 1.0118
S4 0.9913 0.9944 1.0095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0214 1.0109 0.0105 1.0% 0.0054 0.5% 12% False True 16,353
10 1.0478 1.0109 0.0369 3.6% 0.0079 0.8% 4% False True 40,634
20 1.0478 1.0109 0.0369 3.6% 0.0087 0.9% 4% False True 28,022
40 1.0502 1.0109 0.0393 3.9% 0.0081 0.8% 3% False True 14,138
60 1.0642 1.0109 0.0533 5.3% 0.0070 0.7% 2% False True 9,433
80 1.0771 1.0109 0.0662 6.5% 0.0059 0.6% 2% False True 7,079
100 1.1100 1.0109 0.0991 9.8% 0.0049 0.5% 1% False True 5,663
120 1.1239 1.0109 0.1130 11.2% 0.0041 0.4% 1% False True 4,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0456
2.618 1.0348
1.618 1.0282
1.000 1.0241
0.618 1.0216
HIGH 1.0175
0.618 1.0150
0.500 1.0142
0.382 1.0134
LOW 1.0109
0.618 1.0068
1.000 1.0043
1.618 1.0002
2.618 0.9936
4.250 0.9829
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 1.0142 1.0149
PP 1.0135 1.0140
S1 1.0129 1.0131

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

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