CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1.1276 1.1226 -0.0050 -0.4% 1.1216
High 1.1279 1.1274 -0.0005 0.0% 1.1294
Low 1.1199 1.1213 0.0014 0.1% 1.1201
Close 1.1224 1.1259 0.0035 0.3% 1.1276
Range 0.0080 0.0061 -0.0019 -23.8% 0.0093
ATR 0.0077 0.0076 -0.0001 -1.5% 0.0000
Volume 24,529 33,155 8,626 35.2% 108,051
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1432 1.1406 1.1293
R3 1.1371 1.1345 1.1276
R2 1.1310 1.1310 1.1270
R1 1.1284 1.1284 1.1265 1.1297
PP 1.1249 1.1249 1.1249 1.1255
S1 1.1223 1.1223 1.1253 1.1236
S2 1.1188 1.1188 1.1248
S3 1.1127 1.1162 1.1242
S4 1.1066 1.1101 1.1225
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1536 1.1499 1.1327
R3 1.1443 1.1406 1.1302
R2 1.1350 1.1350 1.1293
R1 1.1313 1.1313 1.1285 1.1332
PP 1.1257 1.1257 1.1257 1.1266
S1 1.1220 1.1220 1.1267 1.1239
S2 1.1164 1.1164 1.1259
S3 1.1071 1.1127 1.1250
S4 1.0978 1.1034 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1301 1.1199 0.0102 0.9% 0.0064 0.6% 59% False False 24,753
10 1.1301 1.1101 0.0200 1.8% 0.0068 0.6% 79% False False 26,970
20 1.1301 1.1014 0.0287 2.5% 0.0077 0.7% 85% False False 28,248
40 1.1301 1.0926 0.0375 3.3% 0.0084 0.7% 89% False False 30,647
60 1.1373 1.0926 0.0447 4.0% 0.0084 0.7% 74% False False 26,059
80 1.1373 1.0829 0.0544 4.8% 0.0080 0.7% 79% False False 19,559
100 1.1373 1.0829 0.0544 4.8% 0.0074 0.7% 79% False False 15,653
120 1.1373 1.0682 0.0691 6.1% 0.0065 0.6% 84% False False 13,045
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 True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1533
2.618 1.1434
1.618 1.1373
1.000 1.1335
0.618 1.1312
HIGH 1.1274
0.618 1.1251
0.500 1.1244
0.382 1.1236
LOW 1.1213
0.618 1.1175
1.000 1.1152
1.618 1.1114
2.618 1.1053
4.250 1.0954
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1.1254 1.1255
PP 1.1249 1.1251
S1 1.1244 1.1248

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

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