CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.1390 1.1396 0.0006 0.1% 1.1383
High 1.1414 1.1409 -0.0005 0.0% 1.1421
Low 1.1373 1.1358 -0.0015 -0.1% 1.1243
Close 1.1386 1.1398 0.0012 0.1% 1.1399
Range 0.0041 0.0051 0.0010 24.4% 0.0178
ATR 0.0077 0.0076 -0.0002 -2.4% 0.0000
Volume 27,211 37,075 9,864 36.3% 191,226
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1541 1.1521 1.1426
R3 1.1490 1.1470 1.1412
R2 1.1439 1.1439 1.1407
R1 1.1419 1.1419 1.1403 1.1429
PP 1.1388 1.1388 1.1388 1.1394
S1 1.1368 1.1368 1.1393 1.1378
S2 1.1337 1.1337 1.1389
S3 1.1286 1.1317 1.1384
S4 1.1235 1.1266 1.1370
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1888 1.1822 1.1497
R3 1.1710 1.1644 1.1448
R2 1.1532 1.1532 1.1432
R1 1.1466 1.1466 1.1415 1.1499
PP 1.1354 1.1354 1.1354 1.1371
S1 1.1288 1.1288 1.1383 1.1321
S2 1.1176 1.1176 1.1366
S3 1.0998 1.1110 1.1350
S4 1.0820 1.0932 1.1301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1243 0.0178 1.6% 0.0067 0.6% 87% False False 36,793
10 1.1421 1.1199 0.0222 1.9% 0.0077 0.7% 90% False False 36,430
20 1.1421 1.1067 0.0354 3.1% 0.0073 0.6% 94% False False 32,020
40 1.1421 1.0926 0.0495 4.3% 0.0081 0.7% 95% False False 31,809
60 1.1421 1.0926 0.0495 4.3% 0.0084 0.7% 95% False False 30,175
80 1.1421 1.0891 0.0530 4.6% 0.0081 0.7% 96% False False 23,388
100 1.1421 1.0829 0.0592 5.2% 0.0078 0.7% 96% False False 18,718
120 1.1421 1.0829 0.0592 5.2% 0.0070 0.6% 96% False False 15,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1626
2.618 1.1543
1.618 1.1492
1.000 1.1460
0.618 1.1441
HIGH 1.1409
0.618 1.1390
0.500 1.1384
0.382 1.1377
LOW 1.1358
0.618 1.1326
1.000 1.1307
1.618 1.1275
2.618 1.1224
4.250 1.1141
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.1393 1.1393
PP 1.1388 1.1388
S1 1.1384 1.1383

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

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