CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 1.1460 1.1458 -0.0002 0.0% 1.1402
High 1.1471 1.1465 -0.0006 -0.1% 1.1503
Low 1.1411 1.1333 -0.0078 -0.7% 1.1367
Close 1.1454 1.1345 -0.0109 -1.0% 1.1468
Range 0.0060 0.0132 0.0072 120.0% 0.0136
ATR 0.0068 0.0073 0.0005 6.7% 0.0000
Volume 22,011 33,809 11,798 53.6% 115,604
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1777 1.1693 1.1418
R3 1.1645 1.1561 1.1381
R2 1.1513 1.1513 1.1369
R1 1.1429 1.1429 1.1357 1.1405
PP 1.1381 1.1381 1.1381 1.1369
S1 1.1297 1.1297 1.1333 1.1273
S2 1.1249 1.1249 1.1321
S3 1.1117 1.1165 1.1309
S4 1.0985 1.1033 1.1272
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1854 1.1797 1.1543
R3 1.1718 1.1661 1.1505
R2 1.1582 1.1582 1.1493
R1 1.1525 1.1525 1.1480 1.1554
PP 1.1446 1.1446 1.1446 1.1460
S1 1.1389 1.1389 1.1456 1.1418
S2 1.1310 1.1310 1.1443
S3 1.1174 1.1253 1.1431
S4 1.1038 1.1117 1.1393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1503 1.1333 0.0170 1.5% 0.0082 0.7% 7% False True 29,258
10 1.1503 1.1257 0.0246 2.2% 0.0078 0.7% 36% False False 20,698
20 1.1503 1.1209 0.0294 2.6% 0.0073 0.6% 46% False False 10,728
40 1.1503 1.0958 0.0545 4.8% 0.0069 0.6% 71% False False 5,401
60 1.1503 1.0946 0.0557 4.9% 0.0063 0.6% 72% False False 3,611
80 1.1503 1.0946 0.0557 4.9% 0.0049 0.4% 72% False False 2,708
100 1.1503 1.0862 0.0641 5.7% 0.0040 0.4% 75% False False 2,167
120 1.1503 1.0862 0.0641 5.7% 0.0033 0.3% 75% False False 1,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2026
2.618 1.1811
1.618 1.1679
1.000 1.1597
0.618 1.1547
HIGH 1.1465
0.618 1.1415
0.500 1.1399
0.382 1.1383
LOW 1.1333
0.618 1.1251
1.000 1.1201
1.618 1.1119
2.618 1.0987
4.250 1.0772
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 1.1399 1.1408
PP 1.1381 1.1387
S1 1.1363 1.1366

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

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