CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 1.1124 1.1082 -0.0042 -0.4% 1.1056
High 1.1133 1.1082 -0.0051 -0.5% 1.1110
Low 1.1076 1.0984 -0.0092 -0.8% 1.0960
Close 1.1082 1.1008 -0.0074 -0.7% 1.1076
Range 0.0057 0.0098 0.0041 71.9% 0.0150
ATR 0.0084 0.0085 0.0001 1.2% 0.0000
Volume 26,976 30,015 3,039 11.3% 174,053
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1319 1.1261 1.1062
R3 1.1221 1.1163 1.1035
R2 1.1123 1.1123 1.1026
R1 1.1065 1.1065 1.1017 1.1045
PP 1.1025 1.1025 1.1025 1.1015
S1 1.0967 1.0967 1.0999 1.0947
S2 1.0927 1.0927 1.0990
S3 1.0829 1.0869 1.0981
S4 1.0731 1.0771 1.0954
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1499 1.1437 1.1159
R3 1.1349 1.1287 1.1117
R2 1.1199 1.1199 1.1104
R1 1.1137 1.1137 1.1090 1.1168
PP 1.1049 1.1049 1.1049 1.1064
S1 1.0987 1.0987 1.1062 1.1018
S2 1.0899 1.0899 1.1049
S3 1.0749 1.0837 1.1035
S4 1.0599 1.0687 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1133 1.0964 0.0169 1.5% 0.0083 0.8% 26% False False 31,729
10 1.1257 1.0960 0.0297 2.7% 0.0088 0.8% 16% False False 32,671
20 1.1373 1.0960 0.0413 3.8% 0.0092 0.8% 12% False False 27,097
40 1.1373 1.0891 0.0482 4.4% 0.0082 0.7% 24% False False 17,058
60 1.1373 1.0829 0.0544 4.9% 0.0075 0.7% 33% False False 11,383
80 1.1373 1.0829 0.0544 4.9% 0.0066 0.6% 33% False False 8,542
100 1.1373 1.0602 0.0771 7.0% 0.0054 0.5% 53% False False 6,834
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1499
2.618 1.1339
1.618 1.1241
1.000 1.1180
0.618 1.1143
HIGH 1.1082
0.618 1.1045
0.500 1.1033
0.382 1.1021
LOW 1.0984
0.618 1.0923
1.000 1.0886
1.618 1.0825
2.618 1.0727
4.250 1.0568
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 1.1033 1.1059
PP 1.1025 1.1042
S1 1.1016 1.1025

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

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