CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.1198 1.1234 0.0036 0.3% 1.1169
High 1.1228 1.1286 0.0058 0.5% 1.1228
Low 1.1198 1.1215 0.0017 0.2% 1.1084
Close 1.1227 1.1268 0.0041 0.4% 1.1227
Range 0.0030 0.0071 0.0041 136.7% 0.0144
ATR 0.0063 0.0064 0.0001 0.9% 0.0000
Volume 172 111 -61 -35.5% 268
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1469 1.1440 1.1307
R3 1.1398 1.1369 1.1288
R2 1.1327 1.1327 1.1281
R1 1.1298 1.1298 1.1275 1.1313
PP 1.1256 1.1256 1.1256 1.1264
S1 1.1227 1.1227 1.1261 1.1242
S2 1.1185 1.1185 1.1255
S3 1.1114 1.1156 1.1248
S4 1.1043 1.1085 1.1229
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1612 1.1563 1.1306
R3 1.1468 1.1419 1.1267
R2 1.1324 1.1324 1.1253
R1 1.1275 1.1275 1.1240 1.1300
PP 1.1180 1.1180 1.1180 1.1192
S1 1.1131 1.1131 1.1214 1.1156
S2 1.1036 1.1036 1.1201
S3 1.0892 1.0987 1.1187
S4 1.0748 1.0843 1.1148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1286 1.1084 0.0202 1.8% 0.0059 0.5% 91% True False 71
10 1.1286 1.1056 0.0230 2.0% 0.0054 0.5% 92% True False 52
20 1.1286 1.0946 0.0340 3.0% 0.0064 0.6% 95% True False 51
40 1.1300 1.0946 0.0354 3.1% 0.0059 0.5% 91% False False 41
60 1.1323 1.0912 0.0411 3.6% 0.0041 0.4% 87% False False 28
80 1.1323 1.0862 0.0461 4.1% 0.0031 0.3% 88% False False 21
100 1.1323 1.0862 0.0461 4.1% 0.0025 0.2% 88% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1588
2.618 1.1472
1.618 1.1401
1.000 1.1357
0.618 1.1330
HIGH 1.1286
0.618 1.1259
0.500 1.1251
0.382 1.1242
LOW 1.1215
0.618 1.1171
1.000 1.1144
1.618 1.1100
2.618 1.1029
4.250 1.0913
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.1262 1.1246
PP 1.1256 1.1224
S1 1.1251 1.1202

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

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