CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.1269 1.1275 0.0006 0.1% 1.1272
High 1.1287 1.1371 0.0084 0.7% 1.1398
Low 1.1243 1.1248 0.0005 0.0% 1.1199
Close 1.1266 1.1359 0.0093 0.8% 1.1390
Range 0.0044 0.0123 0.0079 179.5% 0.0199
ATR 0.0077 0.0081 0.0003 4.2% 0.0000
Volume 26,121 50,323 24,202 92.7% 153,871
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1695 1.1650 1.1427
R3 1.1572 1.1527 1.1393
R2 1.1449 1.1449 1.1382
R1 1.1404 1.1404 1.1370 1.1427
PP 1.1326 1.1326 1.1326 1.1337
S1 1.1281 1.1281 1.1348 1.1304
S2 1.1203 1.1203 1.1336
S3 1.1080 1.1158 1.1325
S4 1.0957 1.1035 1.1291
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1926 1.1857 1.1499
R3 1.1727 1.1658 1.1445
R2 1.1528 1.1528 1.1426
R1 1.1459 1.1459 1.1408 1.1494
PP 1.1329 1.1329 1.1329 1.1346
S1 1.1260 1.1260 1.1372 1.1295
S2 1.1130 1.1130 1.1354
S3 1.0931 1.1061 1.1335
S4 1.0732 1.0862 1.1281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1243 0.0155 1.4% 0.0091 0.8% 75% False False 39,820
10 1.1398 1.1199 0.0199 1.8% 0.0078 0.7% 80% False False 32,286
20 1.1398 1.1035 0.0363 3.2% 0.0077 0.7% 89% False False 30,469
40 1.1398 1.0926 0.0472 4.2% 0.0083 0.7% 92% False False 31,869
60 1.1398 1.0926 0.0472 4.2% 0.0084 0.7% 92% False False 29,066
80 1.1398 1.0829 0.0569 5.0% 0.0081 0.7% 93% False False 22,046
100 1.1398 1.0829 0.0569 5.0% 0.0077 0.7% 93% False False 17,643
120 1.1398 1.0780 0.0618 5.4% 0.0068 0.6% 94% False False 14,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1894
2.618 1.1693
1.618 1.1570
1.000 1.1494
0.618 1.1447
HIGH 1.1371
0.618 1.1324
0.500 1.1310
0.382 1.1295
LOW 1.1248
0.618 1.1172
1.000 1.1125
1.618 1.1049
2.618 1.0926
4.250 1.0725
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.1343 1.1342
PP 1.1326 1.1324
S1 1.1310 1.1307

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

View Archives - Comment on this page... - Back to Index of Symbols