CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 1.1402 1.1397 -0.0005 0.0% 1.1394
High 1.1415 1.1458 0.0043 0.4% 1.1443
Low 1.1367 1.1388 0.0021 0.2% 1.1252
Close 1.1406 1.1447 0.0041 0.4% 1.1408
Range 0.0048 0.0070 0.0022 45.8% 0.0191
ATR 0.0068 0.0068 0.0000 0.2% 0.0000
Volume 16,313 23,233 6,920 42.4% 17,876
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1641 1.1614 1.1486
R3 1.1571 1.1544 1.1466
R2 1.1501 1.1501 1.1460
R1 1.1474 1.1474 1.1453 1.1488
PP 1.1431 1.1431 1.1431 1.1438
S1 1.1404 1.1404 1.1441 1.1418
S2 1.1361 1.1361 1.1434
S3 1.1291 1.1334 1.1428
S4 1.1221 1.1264 1.1409
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 1.1458 1.1257 0.0201 1.8% 0.0073 0.6% 95% True False 12,138
10 1.1458 1.1225 0.0233 2.0% 0.0076 0.7% 95% True False 6,694
20 1.1458 1.1084 0.0374 3.3% 0.0067 0.6% 97% True False 3,454
40 1.1458 1.0946 0.0512 4.5% 0.0064 0.6% 98% True False 1,750
60 1.1458 1.0946 0.0512 4.5% 0.0058 0.5% 98% True False 1,173
80 1.1458 1.0912 0.0546 4.8% 0.0044 0.4% 98% True False 880
100 1.1458 1.0862 0.0596 5.2% 0.0036 0.3% 98% True False 704
120 1.1458 1.0862 0.0596 5.2% 0.0030 0.3% 98% True False 587
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1756
2.618 1.1641
1.618 1.1571
1.000 1.1528
0.618 1.1501
HIGH 1.1458
0.618 1.1431
0.500 1.1423
0.382 1.1415
LOW 1.1388
0.618 1.1345
1.000 1.1318
1.618 1.1275
2.618 1.1205
4.250 1.1091
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 1.1439 1.1436
PP 1.1431 1.1424
S1 1.1423 1.1413

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

View Archives - Comment on this page... - Back to Index of Symbols