CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.1012 1.1004 -0.0008 -0.1% 1.1095
High 1.1012 1.1004 -0.0008 -0.1% 1.1095
Low 1.1012 1.1004 -0.0008 -0.1% 1.1004
Close 1.1012 1.1004 -0.0008 -0.1% 1.1004
Range
ATR 0.0038 0.0036 -0.0002 -5.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1004 1.1004 1.1004
R3 1.1004 1.1004 1.1004
R2 1.1004 1.1004 1.1004
R1 1.1004 1.1004 1.1004 1.1004
PP 1.1004 1.1004 1.1004 1.1004
S1 1.1004 1.1004 1.1004 1.1004
S2 1.1004 1.1004 1.1004
S3 1.1004 1.1004 1.1004
S4 1.1004 1.1004 1.1004
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1307 1.1247 1.1054
R3 1.1216 1.1156 1.1029
R2 1.1125 1.1125 1.1021
R1 1.1065 1.1065 1.1012 1.1050
PP 1.1034 1.1034 1.1034 1.1027
S1 1.0974 1.0974 1.0996 1.0959
S2 1.0943 1.0943 1.0987
S3 1.0852 1.0883 1.0979
S4 1.0761 1.0792 1.0954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1095 1.1004 0.0091 0.8% 0.0000 0.0% 0% False True 1
10 1.1145 1.1004 0.0141 1.3% 0.0000 0.0% 0% False True 1
20 1.1145 1.0809 0.0336 3.1% 0.0000 0.0% 58% False 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 1.1004
2.618 1.1004
1.618 1.1004
1.000 1.1004
0.618 1.1004
HIGH 1.1004
0.618 1.1004
0.500 1.1004
0.382 1.1004
LOW 1.1004
0.618 1.1004
1.000 1.1004
1.618 1.1004
2.618 1.1004
4.250 1.1004
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.1004 1.1012
PP 1.1004 1.1009
S1 1.1004 1.1007

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

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