CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.1022 1.1047 0.0025 0.2% 1.1109
High 1.1081 1.1047 -0.0034 -0.3% 1.1133
Low 1.1022 1.0987 -0.0035 -0.3% 1.0987
Close 1.1066 1.0987 -0.0079 -0.7% 1.0987
Range 0.0059 0.0060 0.0001 1.7% 0.0146
ATR 0.0060 0.0061 0.0001 2.3% 0.0000
Volume 21 67 46 219.0% 281
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1187 1.1147 1.1020
R3 1.1127 1.1087 1.1004
R2 1.1067 1.1067 1.0998
R1 1.1027 1.1027 1.0993 1.1017
PP 1.1007 1.1007 1.1007 1.1002
S1 1.0967 1.0967 1.0982 1.0957
S2 1.0947 1.0947 1.0976
S3 1.0887 1.0907 1.0971
S4 1.0827 1.0847 1.0954
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1474 1.1376 1.1067
R3 1.1328 1.1230 1.1027
R2 1.1182 1.1182 1.1014
R1 1.1084 1.1084 1.1000 1.1060
PP 1.1036 1.1036 1.1036 1.1024
S1 1.0938 1.0938 1.0974 1.0914
S2 1.0890 1.0890 1.0960
S3 1.0744 1.0792 1.0947
S4 1.0598 1.0646 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1133 1.0987 0.0146 1.3% 0.0049 0.4% 0% False True 56
10 1.1133 1.0975 0.0158 1.4% 0.0054 0.5% 8% False False 42
20 1.1300 1.0975 0.0325 3.0% 0.0053 0.5% 4% False False 31
40 1.1323 1.0912 0.0411 3.7% 0.0029 0.3% 18% False False 16
60 1.1323 1.0862 0.0461 4.2% 0.0020 0.2% 27% False False 11
80 1.1323 1.0862 0.0461 4.2% 0.0015 0.1% 27% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1204
1.618 1.1144
1.000 1.1107
0.618 1.1084
HIGH 1.1047
0.618 1.1024
0.500 1.1017
0.382 1.1010
LOW 1.0987
0.618 1.0950
1.000 1.0927
1.618 1.0890
2.618 1.0830
4.250 1.0732
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.1017 1.1034
PP 1.1007 1.1018
S1 1.0997 1.1003

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

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