CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 1.1155 1.1122 -0.0033 -0.3% 1.1229
High 1.1257 1.1130 -0.0127 -1.1% 1.1294
Low 1.1081 1.1043 -0.0038 -0.3% 1.1043
Close 1.1107 1.1060 -0.0047 -0.4% 1.1060
Range 0.0176 0.0087 -0.0089 -50.6% 0.0251
ATR 0.0091 0.0090 0.0000 -0.3% 0.0000
Volume 41,538 27,420 -14,118 -34.0% 103,977
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1339 1.1286 1.1108
R3 1.1252 1.1199 1.1084
R2 1.1165 1.1165 1.1076
R1 1.1112 1.1112 1.1068 1.1095
PP 1.1078 1.1078 1.1078 1.1069
S1 1.1025 1.1025 1.1052 1.1008
S2 1.0991 1.0991 1.1044
S3 1.0904 1.0938 1.1036
S4 1.0817 1.0851 1.1012
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1885 1.1724 1.1198
R3 1.1634 1.1473 1.1129
R2 1.1383 1.1383 1.1106
R1 1.1222 1.1222 1.1083 1.1177
PP 1.1132 1.1132 1.1132 1.1110
S1 1.0971 1.0971 1.1037 1.0926
S2 1.0881 1.0881 1.1014
S3 1.0630 1.0720 1.0991
S4 1.0379 1.0469 1.0922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1373 1.1043 0.0330 3.0% 0.0131 1.2% 5% False True 27,041
10 1.1373 1.1043 0.0330 3.0% 0.0100 0.9% 5% False True 21,922
20 1.1373 1.1043 0.0330 3.0% 0.0091 0.8% 5% False True 20,956
40 1.1373 1.0829 0.0544 4.9% 0.0080 0.7% 42% False False 10,621
60 1.1373 1.0829 0.0544 4.9% 0.0072 0.6% 42% False False 7,091
80 1.1373 1.0727 0.0646 5.8% 0.0059 0.5% 52% False False 5,321
100 1.1373 1.0602 0.0771 7.0% 0.0048 0.4% 59% False False 4,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1500
2.618 1.1358
1.618 1.1271
1.000 1.1217
0.618 1.1184
HIGH 1.1130
0.618 1.1097
0.500 1.1087
0.382 1.1076
LOW 1.1043
0.618 1.0989
1.000 1.0956
1.618 1.0902
2.618 1.0815
4.250 1.0673
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 1.1087 1.1164
PP 1.1078 1.1129
S1 1.1069 1.1095

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

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