CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 1.1057 1.0980 -0.0077 -0.7% 1.1090
High 1.1062 1.1012 -0.0050 -0.5% 1.1133
Low 1.0967 1.0926 -0.0041 -0.4% 1.0967
Close 1.0979 1.0991 0.0012 0.1% 1.0979
Range 0.0095 0.0086 -0.0009 -9.5% 0.0166
ATR 0.0086 0.0086 0.0000 0.0% 0.0000
Volume 25,633 41,002 15,369 60.0% 140,006
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1234 1.1199 1.1038
R3 1.1148 1.1113 1.1015
R2 1.1062 1.1062 1.1007
R1 1.1027 1.1027 1.0999 1.1045
PP 1.0976 1.0976 1.0976 1.0985
S1 1.0941 1.0941 1.0983 1.0959
S2 1.0890 1.0890 1.0975
S3 1.0804 1.0855 1.0967
S4 1.0718 1.0769 1.0944
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1524 1.1418 1.1070
R3 1.1358 1.1252 1.1025
R2 1.1192 1.1192 1.1009
R1 1.1086 1.1086 1.0994 1.1056
PP 1.1026 1.1026 1.1026 1.1012
S1 1.0920 1.0920 1.0964 1.0890
S2 1.0860 1.0860 1.0949
S3 1.0694 1.0754 1.0933
S4 1.0528 1.0588 1.0888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1133 1.0926 0.0207 1.9% 0.0085 0.8% 31% False True 30,859
10 1.1133 1.0926 0.0207 1.9% 0.0082 0.7% 31% False True 31,886
20 1.1373 1.0926 0.0447 4.1% 0.0087 0.8% 15% False True 27,105
40 1.1373 1.0895 0.0478 4.3% 0.0084 0.8% 20% False False 19,487
60 1.1373 1.0829 0.0544 4.9% 0.0077 0.7% 30% False False 13,002
80 1.1373 1.0829 0.0544 4.9% 0.0069 0.6% 30% False False 9,758
100 1.1373 1.0602 0.0771 7.0% 0.0057 0.5% 50% False False 7,807
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1378
2.618 1.1237
1.618 1.1151
1.000 1.1098
0.618 1.1065
HIGH 1.1012
0.618 1.0979
0.500 1.0969
0.382 1.0959
LOW 1.0926
0.618 1.0873
1.000 1.0840
1.618 1.0787
2.618 1.0701
4.250 1.0561
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 1.0984 1.1002
PP 1.0976 1.0998
S1 1.0969 1.0995

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

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