CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1.1082 1.1008 -0.0074 -0.7% 1.1056
High 1.1082 1.1077 -0.0005 0.0% 1.1110
Low 1.0984 1.0990 0.0006 0.1% 1.0960
Close 1.1008 1.1058 0.0050 0.5% 1.1076
Range 0.0098 0.0087 -0.0011 -11.2% 0.0150
ATR 0.0085 0.0085 0.0000 0.2% 0.0000
Volume 30,015 30,671 656 2.2% 174,053
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1303 1.1267 1.1106
R3 1.1216 1.1180 1.1082
R2 1.1129 1.1129 1.1074
R1 1.1093 1.1093 1.1066 1.1111
PP 1.1042 1.1042 1.1042 1.1051
S1 1.1006 1.1006 1.1050 1.1024
S2 1.0955 1.0955 1.1042
S3 1.0868 1.0919 1.1034
S4 1.0781 1.0832 1.1010
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 1.0984 0.0149 1.3% 0.0085 0.8% 50% False False 30,489
10 1.1133 1.0960 0.0173 1.6% 0.0079 0.7% 57% False False 31,584
20 1.1373 1.0960 0.0413 3.7% 0.0093 0.8% 24% False False 27,488
40 1.1373 1.0891 0.0482 4.4% 0.0083 0.8% 35% False False 17,823
60 1.1373 1.0829 0.0544 4.9% 0.0076 0.7% 42% False False 11,893
80 1.1373 1.0829 0.0544 4.9% 0.0067 0.6% 42% False False 8,925
100 1.1373 1.0602 0.0771 7.0% 0.0055 0.5% 59% False False 7,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1447
2.618 1.1305
1.618 1.1218
1.000 1.1164
0.618 1.1131
HIGH 1.1077
0.618 1.1044
0.500 1.1034
0.382 1.1023
LOW 1.0990
0.618 1.0936
1.000 1.0903
1.618 1.0849
2.618 1.0762
4.250 1.0620
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1.1050 1.1059
PP 1.1042 1.1058
S1 1.1034 1.1058

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

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