CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 1.1110 1.1169 0.0059 0.5% 1.1040
High 1.1153 1.1169 0.0016 0.1% 1.1153
Low 1.1106 1.1160 0.0054 0.5% 1.1040
Close 1.1153 1.1161 0.0008 0.1% 1.1153
Range 0.0047 0.0009 -0.0038 -80.9% 0.0113
ATR 0.0069 0.0065 -0.0004 -5.5% 0.0000
Volume 25 24 -1 -4.0% 215
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1190 1.1185 1.1166
R3 1.1181 1.1176 1.1163
R2 1.1172 1.1172 1.1163
R1 1.1167 1.1167 1.1162 1.1165
PP 1.1163 1.1163 1.1163 1.1163
S1 1.1158 1.1158 1.1160 1.1156
S2 1.1154 1.1154 1.1159
S3 1.1145 1.1149 1.1159
S4 1.1136 1.1140 1.1156
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1454 1.1417 1.1215
R3 1.1341 1.1304 1.1184
R2 1.1228 1.1228 1.1174
R1 1.1191 1.1191 1.1163 1.1210
PP 1.1115 1.1115 1.1115 1.1125
S1 1.1078 1.1078 1.1143 1.1097
S2 1.1002 1.1002 1.1132
S3 1.0889 1.0965 1.1122
S4 1.0776 1.0852 1.1091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1169 1.1056 0.0113 1.0% 0.0049 0.4% 93% True False 33
10 1.1201 1.1033 0.0168 1.5% 0.0060 0.5% 76% False False 49
20 1.1237 1.0946 0.0291 2.6% 0.0062 0.6% 74% False False 48
40 1.1323 1.0946 0.0377 3.4% 0.0053 0.5% 57% False False 32
60 1.1323 1.0912 0.0411 3.7% 0.0036 0.3% 61% False False 22
80 1.1323 1.0862 0.0461 4.1% 0.0028 0.2% 65% False False 16
100 1.1323 1.0862 0.0461 4.1% 0.0022 0.2% 65% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1207
2.618 1.1193
1.618 1.1184
1.000 1.1178
0.618 1.1175
HIGH 1.1169
0.618 1.1166
0.500 1.1165
0.382 1.1163
LOW 1.1160
0.618 1.1154
1.000 1.1151
1.618 1.1145
2.618 1.1136
4.250 1.1122
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 1.1165 1.1148
PP 1.1163 1.1134
S1 1.1162 1.1121

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

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