CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 1.1281 1.1311 0.0030 0.3% 1.1228
High 1.1333 1.1331 -0.0002 0.0% 1.1324
Low 1.1253 1.1181 -0.0072 -0.6% 1.1207
Close 1.1309 1.1273 -0.0036 -0.3% 1.1246
Range 0.0080 0.0150 0.0070 87.5% 0.0117
ATR 0.0071 0.0077 0.0006 7.9% 0.0000
Volume 22,853 42,120 19,267 84.3% 97,928
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1712 1.1642 1.1356
R3 1.1562 1.1492 1.1314
R2 1.1412 1.1412 1.1301
R1 1.1342 1.1342 1.1287 1.1302
PP 1.1262 1.1262 1.1262 1.1242
S1 1.1192 1.1192 1.1259 1.1152
S2 1.1112 1.1112 1.1246
S3 1.0962 1.1042 1.1232
S4 1.0812 1.0892 1.1191
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1610 1.1545 1.1310
R3 1.1493 1.1428 1.1278
R2 1.1376 1.1376 1.1267
R1 1.1311 1.1311 1.1257 1.1344
PP 1.1259 1.1259 1.1259 1.1275
S1 1.1194 1.1194 1.1235 1.1227
S2 1.1142 1.1142 1.1225
S3 1.1025 1.1077 1.1214
S4 1.0908 1.0960 1.1182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1333 1.1181 0.0152 1.3% 0.0085 0.8% 61% False True 28,977
10 1.1333 1.1063 0.0270 2.4% 0.0081 0.7% 78% False False 19,991
20 1.1333 1.0891 0.0442 3.9% 0.0080 0.7% 86% False False 10,261
40 1.1333 1.0829 0.0504 4.5% 0.0069 0.6% 88% False False 5,148
60 1.1333 1.0829 0.0504 4.5% 0.0060 0.5% 88% False False 3,439
80 1.1333 1.0602 0.0731 6.5% 0.0047 0.4% 92% False False 2,581
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 0.0019
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.1969
2.618 1.1724
1.618 1.1574
1.000 1.1481
0.618 1.1424
HIGH 1.1331
0.618 1.1274
0.500 1.1256
0.382 1.1238
LOW 1.1181
0.618 1.1088
1.000 1.1031
1.618 1.0938
2.618 1.0788
4.250 1.0544
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 1.1267 1.1268
PP 1.1262 1.1262
S1 1.1256 1.1257

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

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