CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1.1315 1.1325 0.0010 0.1% 1.1347
High 1.1351 1.1345 -0.0006 -0.1% 1.1388
Low 1.1306 1.1273 -0.0033 -0.3% 1.1244
Close 1.1325 1.1284 -0.0041 -0.4% 1.1283
Range 0.0045 0.0072 0.0027 60.0% 0.0144
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 20,507 22,330 1,823 8.9% 151,226
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1517 1.1472 1.1324
R3 1.1445 1.1400 1.1304
R2 1.1373 1.1373 1.1297
R1 1.1328 1.1328 1.1291 1.1315
PP 1.1301 1.1301 1.1301 1.1294
S1 1.1256 1.1256 1.1277 1.1243
S2 1.1229 1.1229 1.1271
S3 1.1157 1.1184 1.1264
S4 1.1085 1.1112 1.1244
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 1.1351 1.1244 0.0107 0.9% 0.0062 0.5% 37% False False 25,655
10 1.1388 1.1244 0.0144 1.3% 0.0069 0.6% 28% False False 29,236
20 1.1503 1.1244 0.0259 2.3% 0.0073 0.7% 15% False False 24,967
40 1.1503 1.1056 0.0447 4.0% 0.0067 0.6% 51% False False 12,697
60 1.1503 1.0946 0.0557 4.9% 0.0066 0.6% 61% False False 8,480
80 1.1503 1.0946 0.0557 4.9% 0.0058 0.5% 61% False False 6,363
100 1.1503 1.0862 0.0641 5.7% 0.0047 0.4% 66% False False 5,090
120 1.1503 1.0862 0.0641 5.7% 0.0039 0.3% 66% False False 4,242
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1651
2.618 1.1533
1.618 1.1461
1.000 1.1417
0.618 1.1389
HIGH 1.1345
0.618 1.1317
0.500 1.1309
0.382 1.1301
LOW 1.1273
0.618 1.1229
1.000 1.1201
1.618 1.1157
2.618 1.1085
4.250 1.0967
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1.1309 1.1302
PP 1.1301 1.1296
S1 1.1292 1.1290

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

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