CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 1.1066 1.1070 0.0004 0.0% 1.1185
High 1.1109 1.1155 0.0046 0.4% 1.1200
Low 1.1044 1.1035 -0.0009 -0.1% 1.1016
Close 1.1074 1.1105 0.0031 0.3% 1.1024
Range 0.0065 0.0120 0.0055 84.6% 0.0184
ATR 0.0089 0.0091 0.0002 2.5% 0.0000
Volume 29,013 35,071 6,058 20.9% 166,542
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1458 1.1402 1.1171
R3 1.1338 1.1282 1.1138
R2 1.1218 1.1218 1.1127
R1 1.1162 1.1162 1.1116 1.1190
PP 1.1098 1.1098 1.1098 1.1113
S1 1.1042 1.1042 1.1094 1.1070
S2 1.0978 1.0978 1.1083
S3 1.0858 1.0922 1.1072
S4 1.0738 1.0802 1.1039
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1632 1.1512 1.1125
R3 1.1448 1.1328 1.1075
R2 1.1264 1.1264 1.1058
R1 1.1144 1.1144 1.1041 1.1112
PP 1.1080 1.1080 1.1080 1.1064
S1 1.0960 1.0960 1.1007 1.0928
S2 1.0896 1.0896 1.0990
S3 1.0712 1.0776 1.0973
S4 1.0528 1.0592 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1155 1.1014 0.0141 1.3% 0.0087 0.8% 65% True False 31,097
10 1.1237 1.1014 0.0223 2.0% 0.0091 0.8% 41% False False 33,271
20 1.1237 1.0926 0.0311 2.8% 0.0092 0.8% 58% False False 33,273
40 1.1373 1.0926 0.0447 4.0% 0.0090 0.8% 40% False False 29,088
60 1.1373 1.0850 0.0523 4.7% 0.0083 0.7% 49% False False 19,822
80 1.1373 1.0829 0.0544 4.9% 0.0078 0.7% 51% False False 14,875
100 1.1373 1.0797 0.0576 5.2% 0.0068 0.6% 53% False False 11,902
120 1.1373 1.0602 0.0771 6.9% 0.0057 0.5% 65% False False 9,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1665
2.618 1.1469
1.618 1.1349
1.000 1.1275
0.618 1.1229
HIGH 1.1155
0.618 1.1109
0.500 1.1095
0.382 1.1081
LOW 1.1035
0.618 1.0961
1.000 1.0915
1.618 1.0841
2.618 1.0721
4.250 1.0525
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 1.1102 1.1102
PP 1.1098 1.1098
S1 1.1095 1.1095

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

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