CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 1.1283 1.1282 -0.0001 0.0% 1.1347
High 1.1308 1.1339 0.0031 0.3% 1.1388
Low 1.1244 1.1253 0.0009 0.1% 1.1244
Close 1.1283 1.1318 0.0035 0.3% 1.1283
Range 0.0064 0.0086 0.0022 34.4% 0.0144
ATR 0.0071 0.0072 0.0001 1.5% 0.0000
Volume 25,325 34,574 9,249 36.5% 151,226
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1561 1.1526 1.1365
R3 1.1475 1.1440 1.1342
R2 1.1389 1.1389 1.1334
R1 1.1354 1.1354 1.1326 1.1372
PP 1.1303 1.1303 1.1303 1.1312
S1 1.1268 1.1268 1.1310 1.1286
S2 1.1217 1.1217 1.1302
S3 1.1131 1.1182 1.1294
S4 1.1045 1.1096 1.1271
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 1.1369 1.1244 0.0125 1.1% 0.0070 0.6% 59% False False 30,053
10 1.1471 1.1244 0.0227 2.0% 0.0077 0.7% 33% False False 30,534
20 1.1503 1.1244 0.0259 2.3% 0.0073 0.6% 29% False False 22,996
40 1.1503 1.1040 0.0463 4.1% 0.0068 0.6% 60% False False 11,628
60 1.1503 1.0946 0.0557 4.9% 0.0066 0.6% 67% False False 7,768
80 1.1503 1.0946 0.0557 4.9% 0.0056 0.5% 67% False False 5,827
100 1.1503 1.0862 0.0641 5.7% 0.0046 0.4% 71% False False 4,662
120 1.1503 1.0862 0.0641 5.7% 0.0038 0.3% 71% False False 3,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1705
2.618 1.1564
1.618 1.1478
1.000 1.1425
0.618 1.1392
HIGH 1.1339
0.618 1.1306
0.500 1.1296
0.382 1.1286
LOW 1.1253
0.618 1.1200
1.000 1.1167
1.618 1.1114
2.618 1.1028
4.250 1.0888
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 1.1311 1.1309
PP 1.1303 1.1300
S1 1.1296 1.1292

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

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