CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.0923 1.0890 -0.0033 -0.3% 1.1018
High 1.0923 1.0890 -0.0033 -0.3% 1.1018
Low 1.0862 1.0890 0.0028 0.3% 1.0862
Close 1.0862 1.0890 0.0028 0.3% 1.0862
Range 0.0061 0.0000 -0.0061 -100.0% 0.0156
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0890 1.0890 1.0890
R3 1.0890 1.0890 1.0890
R2 1.0890 1.0890 1.0890
R1 1.0890 1.0890 1.0890 1.0890
PP 1.0890 1.0890 1.0890 1.0890
S1 1.0890 1.0890 1.0890 1.0890
S2 1.0890 1.0890 1.0890
S3 1.0890 1.0890 1.0890
S4 1.0890 1.0890 1.0890
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1382 1.1278 1.0948
R3 1.1226 1.1122 1.0905
R2 1.1070 1.1070 1.0891
R1 1.0966 1.0966 1.0876 1.0940
PP 1.0914 1.0914 1.0914 1.0901
S1 1.0810 1.0810 1.0848 1.0784
S2 1.0758 1.0758 1.0833
S3 1.0602 1.0654 1.0819
S4 1.0446 1.0498 1.0776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0989 1.0862 0.0127 1.2% 0.0012 0.1% 22% False False 1
10 1.1153 1.0862 0.0291 2.7% 0.0006 0.1% 10% False False 1
20 1.1237 1.0862 0.0375 3.4% 0.0003 0.0% 7% False False 1
40 1.1237 1.0830 0.0407 3.7% 0.0002 0.0% 15% False False 1
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0890
1.618 1.0890
1.000 1.0890
0.618 1.0890
HIGH 1.0890
0.618 1.0890
0.500 1.0890
0.382 1.0890
LOW 1.0890
0.618 1.0890
1.000 1.0890
1.618 1.0890
2.618 1.0890
4.250 1.0890
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.0890 1.0901
PP 1.0890 1.0897
S1 1.0890 1.0894

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

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