CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1.1276 1.1371 0.0095 0.8% 1.1394
High 1.1377 1.1443 0.0066 0.6% 1.1443
Low 1.1257 1.1356 0.0099 0.9% 1.1252
Close 1.1368 1.1408 0.0040 0.4% 1.1408
Range 0.0120 0.0087 -0.0033 -27.5% 0.0191
ATR 0.0070 0.0071 0.0001 1.7% 0.0000
Volume 5,812 8,033 2,221 38.2% 17,876
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1663 1.1623 1.1456
R3 1.1576 1.1536 1.1432
R2 1.1489 1.1489 1.1424
R1 1.1449 1.1449 1.1416 1.1469
PP 1.1402 1.1402 1.1402 1.1413
S1 1.1362 1.1362 1.1400 1.1382
S2 1.1315 1.1315 1.1392
S3 1.1228 1.1275 1.1384
S4 1.1141 1.1188 1.1360
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1941 1.1865 1.1513
R3 1.1750 1.1674 1.1461
R2 1.1559 1.1559 1.1443
R1 1.1483 1.1483 1.1426 1.1521
PP 1.1368 1.1368 1.1368 1.1387
S1 1.1292 1.1292 1.1390 1.1330
S2 1.1177 1.1177 1.1373
S3 1.0986 1.1101 1.1355
S4 1.0795 1.0910 1.1303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1443 1.1252 0.0191 1.7% 0.0076 0.7% 82% True False 3,575
10 1.1443 1.1209 0.0234 2.1% 0.0079 0.7% 85% True False 2,123
20 1.1443 1.1084 0.0359 3.1% 0.0065 0.6% 90% True False 1,115
40 1.1443 1.0946 0.0497 4.4% 0.0065 0.6% 93% True False 582
60 1.1443 1.0946 0.0497 4.4% 0.0056 0.5% 93% True False 392
80 1.1443 1.0890 0.0553 4.8% 0.0042 0.4% 94% True False 294
100 1.1443 1.0862 0.0581 5.1% 0.0034 0.3% 94% True False 236
120 1.1443 1.0809 0.0634 5.6% 0.0029 0.3% 94% True False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1813
2.618 1.1671
1.618 1.1584
1.000 1.1530
0.618 1.1497
HIGH 1.1443
0.618 1.1410
0.500 1.1400
0.382 1.1389
LOW 1.1356
0.618 1.1302
1.000 1.1269
1.618 1.1215
2.618 1.1128
4.250 1.0986
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1.1405 1.1388
PP 1.1402 1.1368
S1 1.1400 1.1348

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

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