CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 1.1266 1.1155 -0.0111 -1.0% 1.1170
High 1.1285 1.1257 -0.0028 -0.2% 1.1373
Low 1.1199 1.1081 -0.0118 -1.1% 1.1152
Close 1.1257 1.1107 -0.0150 -1.3% 1.1211
Range 0.0086 0.0176 0.0090 104.7% 0.0221
ATR 0.0084 0.0091 0.0007 7.8% 0.0000
Volume 17,167 41,538 24,371 142.0% 59,053
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1676 1.1568 1.1204
R3 1.1500 1.1392 1.1155
R2 1.1324 1.1324 1.1139
R1 1.1216 1.1216 1.1123 1.1182
PP 1.1148 1.1148 1.1148 1.1132
S1 1.1040 1.1040 1.1091 1.1006
S2 1.0972 1.0972 1.1075
S3 1.0796 1.0864 1.1059
S4 1.0620 1.0688 1.1010
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1908 1.1781 1.1333
R3 1.1687 1.1560 1.1272
R2 1.1466 1.1466 1.1252
R1 1.1339 1.1339 1.1231 1.1403
PP 1.1245 1.1245 1.1245 1.1277
S1 1.1118 1.1118 1.1191 1.1182
S2 1.1024 1.1024 1.1170
S3 1.0803 1.0897 1.1150
S4 1.0582 1.0676 1.1089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1373 1.1081 0.0292 2.6% 0.0118 1.1% 9% False True 22,368
10 1.1373 1.1081 0.0292 2.6% 0.0107 1.0% 9% False True 23,392
20 1.1373 1.1030 0.0343 3.1% 0.0090 0.8% 22% False False 19,675
40 1.1373 1.0829 0.0544 4.9% 0.0079 0.7% 51% False False 9,936
60 1.1373 1.0829 0.0544 4.9% 0.0070 0.6% 51% False False 6,634
80 1.1373 1.0715 0.0658 5.9% 0.0058 0.5% 60% False False 4,978
100 1.1373 1.0602 0.0771 6.9% 0.0047 0.4% 65% False False 3,983
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2005
2.618 1.1718
1.618 1.1542
1.000 1.1433
0.618 1.1366
HIGH 1.1257
0.618 1.1190
0.500 1.1169
0.382 1.1148
LOW 1.1081
0.618 1.0972
1.000 1.0905
1.618 1.0796
2.618 1.0620
4.250 1.0333
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 1.1169 1.1188
PP 1.1148 1.1161
S1 1.1128 1.1134

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

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