CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 1.1109 1.1111 0.0002 0.0% 1.1160
High 1.1113 1.1111 -0.0002 0.0% 1.1201
Low 1.1058 1.1056 -0.0002 0.0% 1.1033
Close 1.1071 1.1083 0.0012 0.1% 1.1034
Range 0.0055 0.0055 0.0000 0.0% 0.0168
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 10 38 28 280.0% 371
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1248 1.1221 1.1113
R3 1.1193 1.1166 1.1098
R2 1.1138 1.1138 1.1093
R1 1.1111 1.1111 1.1088 1.1097
PP 1.1083 1.1083 1.1083 1.1077
S1 1.1056 1.1056 1.1078 1.1042
S2 1.1028 1.1028 1.1073
S3 1.0973 1.1001 1.1068
S4 1.0918 1.0946 1.1053
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1593 1.1482 1.1126
R3 1.1425 1.1314 1.1080
R2 1.1257 1.1257 1.1065
R1 1.1146 1.1146 1.1049 1.1118
PP 1.1089 1.1089 1.1089 1.1075
S1 1.0978 1.0978 1.1019 1.0950
S2 1.0921 1.0921 1.1003
S3 1.0753 1.0810 1.0988
S4 1.0585 1.0642 1.0942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1172 1.1033 0.0139 1.3% 0.0072 0.6% 36% False False 56
10 1.1237 1.0958 0.0279 2.5% 0.0078 0.7% 45% False False 53
20 1.1237 1.0946 0.0291 2.6% 0.0064 0.6% 47% False False 46
40 1.1323 1.0946 0.0377 3.4% 0.0049 0.4% 36% False False 29
60 1.1323 1.0862 0.0461 4.2% 0.0034 0.3% 48% False False 20
80 1.1323 1.0862 0.0461 4.2% 0.0026 0.2% 48% False False 15
100 1.1323 1.0792 0.0531 4.8% 0.0021 0.2% 55% False False 12
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Fibonacci Retracements and Extensions
4.250 1.1345
2.618 1.1255
1.618 1.1200
1.000 1.1166
0.618 1.1145
HIGH 1.1111
0.618 1.1090
0.500 1.1084
0.382 1.1077
LOW 1.1056
0.618 1.1022
1.000 1.1001
1.618 1.0967
2.618 1.0912
4.250 1.0822
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 1.1084 1.1081
PP 1.1083 1.1079
S1 1.1083 1.1078

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

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