CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 1.1117 1.1182 0.0065 0.6% 1.0980
High 1.1196 1.1186 -0.0010 -0.1% 1.1237
Low 1.1103 1.1056 -0.0047 -0.4% 1.0926
Close 1.1185 1.1075 -0.0110 -1.0% 1.1177
Range 0.0093 0.0130 0.0037 39.8% 0.0311
ATR 0.0090 0.0093 0.0003 3.2% 0.0000
Volume 38,591 34,277 -4,314 -11.2% 163,543
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1496 1.1415 1.1147
R3 1.1366 1.1285 1.1111
R2 1.1236 1.1236 1.1099
R1 1.1155 1.1155 1.1087 1.1131
PP 1.1106 1.1106 1.1106 1.1093
S1 1.1025 1.1025 1.1063 1.1001
S2 1.0976 1.0976 1.1051
S3 1.0846 1.0895 1.1039
S4 1.0716 1.0765 1.1004
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.2046 1.1923 1.1348
R3 1.1735 1.1612 1.1263
R2 1.1424 1.1424 1.1234
R1 1.1301 1.1301 1.1206 1.1363
PP 1.1113 1.1113 1.1113 1.1144
S1 1.0990 1.0990 1.1148 1.1052
S2 1.0802 1.0802 1.1120
S3 1.0491 1.0679 1.1091
S4 1.0180 1.0368 1.1006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.1056 0.0181 1.6% 0.0094 0.8% 10% False True 35,446
10 1.1237 1.0926 0.0311 2.8% 0.0099 0.9% 48% False False 35,134
20 1.1257 1.0926 0.0331 3.0% 0.0093 0.8% 45% False False 33,902
40 1.1373 1.0926 0.0447 4.0% 0.0089 0.8% 33% False False 25,764
60 1.1373 1.0829 0.0544 4.9% 0.0082 0.7% 45% False False 17,233
80 1.1373 1.0829 0.0544 4.9% 0.0074 0.7% 45% False False 12,933
100 1.1373 1.0715 0.0658 5.9% 0.0064 0.6% 55% False False 10,348
120 1.1373 1.0602 0.0771 7.0% 0.0054 0.5% 61% False False 8,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1739
2.618 1.1526
1.618 1.1396
1.000 1.1316
0.618 1.1266
HIGH 1.1186
0.618 1.1136
0.500 1.1121
0.382 1.1106
LOW 1.1056
0.618 1.0976
1.000 1.0926
1.618 1.0846
2.618 1.0716
4.250 1.0504
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 1.1121 1.1126
PP 1.1106 1.1109
S1 1.1090 1.1092

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

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