CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 1.1070 1.1004 -0.0066 -0.6% 1.1229
High 1.1071 1.1022 -0.0049 -0.4% 1.1294
Low 1.0995 1.0960 -0.0035 -0.3% 1.1043
Close 1.1012 1.0987 -0.0025 -0.2% 1.1060
Range 0.0076 0.0062 -0.0014 -18.4% 0.0251
ATR 0.0087 0.0086 -0.0002 -2.1% 0.0000
Volume 27,910 35,002 7,092 25.4% 103,977
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1176 1.1143 1.1021
R3 1.1114 1.1081 1.1004
R2 1.1052 1.1052 1.0998
R1 1.1019 1.1019 1.0993 1.1005
PP 1.0990 1.0990 1.0990 1.0982
S1 1.0957 1.0957 1.0981 1.0943
S2 1.0928 1.0928 1.0976
S3 1.0866 1.0895 1.0970
S4 1.0804 1.0833 1.0953
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 1.1257 1.0960 0.0297 2.7% 0.0093 0.8% 9% False True 33,613
10 1.1373 1.0960 0.0413 3.8% 0.0092 0.8% 7% False True 24,593
20 1.1373 1.0960 0.0413 3.8% 0.0088 0.8% 7% False True 24,903
40 1.1373 1.0850 0.0523 4.8% 0.0079 0.7% 26% False False 13,096
60 1.1373 1.0829 0.0544 5.0% 0.0074 0.7% 29% False False 8,742
80 1.1373 1.0797 0.0576 5.2% 0.0061 0.6% 33% False False 6,559
100 1.1373 1.0602 0.0771 7.0% 0.0050 0.5% 50% False False 5,248
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1286
2.618 1.1184
1.618 1.1122
1.000 1.1084
0.618 1.1060
HIGH 1.1022
0.618 1.0998
0.500 1.0991
0.382 1.0984
LOW 1.0960
0.618 1.0922
1.000 1.0898
1.618 1.0860
2.618 1.0798
4.250 1.0697
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 1.0991 1.1026
PP 1.0990 1.1013
S1 1.0988 1.1000

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

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