CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 1.1306 1.1283 -0.0023 -0.2% 1.1347
High 1.1318 1.1308 -0.0010 -0.1% 1.1388
Low 1.1276 1.1244 -0.0032 -0.3% 1.1244
Close 1.1291 1.1283 -0.0008 -0.1% 1.1283
Range 0.0042 0.0064 0.0022 52.4% 0.0144
ATR 0.0071 0.0071 -0.0001 -0.7% 0.0000
Volume 25,543 25,325 -218 -0.9% 151,226
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1470 1.1441 1.1318
R3 1.1406 1.1377 1.1301
R2 1.1342 1.1342 1.1295
R1 1.1313 1.1313 1.1289 1.1315
PP 1.1278 1.1278 1.1278 1.1280
S1 1.1249 1.1249 1.1277 1.1251
S2 1.1214 1.1214 1.1271
S3 1.1150 1.1185 1.1265
S4 1.1086 1.1121 1.1248
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1737 1.1654 1.1362
R3 1.1593 1.1510 1.1323
R2 1.1449 1.1449 1.1309
R1 1.1366 1.1366 1.1296 1.1336
PP 1.1305 1.1305 1.1305 1.1290
S1 1.1222 1.1222 1.1270 1.1192
S2 1.1161 1.1161 1.1257
S3 1.1017 1.1078 1.1243
S4 1.0873 1.0934 1.1204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1388 1.1244 0.0144 1.3% 0.0073 0.6% 27% False True 30,245
10 1.1483 1.1244 0.0239 2.1% 0.0074 0.7% 16% False True 29,248
20 1.1503 1.1244 0.0259 2.3% 0.0072 0.6% 15% False True 21,298
40 1.1503 1.1033 0.0470 4.2% 0.0067 0.6% 53% False False 10,765
60 1.1503 1.0946 0.0557 4.9% 0.0066 0.6% 61% False False 7,192
80 1.1503 1.0946 0.0557 4.9% 0.0055 0.5% 61% False False 5,395
100 1.1503 1.0862 0.0641 5.7% 0.0045 0.4% 66% False False 4,316
120 1.1503 1.0862 0.0641 5.7% 0.0037 0.3% 66% False False 3,597
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1580
2.618 1.1476
1.618 1.1412
1.000 1.1372
0.618 1.1348
HIGH 1.1308
0.618 1.1284
0.500 1.1276
0.382 1.1268
LOW 1.1244
0.618 1.1204
1.000 1.1180
1.618 1.1140
2.618 1.1076
4.250 1.0972
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 1.1281 1.1291
PP 1.1278 1.1288
S1 1.1276 1.1286

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

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