CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.0792 1.0809 0.0017 0.2% 1.0760
High 1.0792 1.0809 0.0017 0.2% 1.0792
Low 1.0792 1.0809 0.0017 0.2% 1.0727
Close 1.0792 1.0809 0.0017 0.2% 1.0792
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0809 1.0809 1.0809
R3 1.0809 1.0809 1.0809
R2 1.0809 1.0809 1.0809
R1 1.0809 1.0809 1.0809 1.0809
PP 1.0809 1.0809 1.0809 1.0809
S1 1.0809 1.0809 1.0809 1.0809
S2 1.0809 1.0809 1.0809
S3 1.0809 1.0809 1.0809
S4 1.0809 1.0809 1.0809
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0965 1.0944 1.0828
R3 1.0900 1.0879 1.0810
R2 1.0835 1.0835 1.0804
R1 1.0814 1.0814 1.0798 1.0825
PP 1.0770 1.0770 1.0770 1.0776
S1 1.0749 1.0749 1.0786 1.0760
S2 1.0705 1.0705 1.0780
S3 1.0640 1.0684 1.0774
S4 1.0575 1.0619 1.0756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0809 1.0727 0.0082 0.8% 0.0000 0.0% 100% True False 1
10 1.0809 1.0615 0.0194 1.8% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0809
2.618 1.0809
1.618 1.0809
1.000 1.0809
0.618 1.0809
HIGH 1.0809
0.618 1.0809
0.500 1.0809
0.382 1.0809
LOW 1.0809
0.618 1.0809
1.000 1.0809
1.618 1.0809
2.618 1.0809
4.250 1.0809
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.0809 1.0804
PP 1.0809 1.0799
S1 1.0809 1.0794

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

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