CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 1.1325 1.1285 -0.0040 -0.4% 1.1347
High 1.1345 1.1315 -0.0030 -0.3% 1.1388
Low 1.1273 1.1207 -0.0066 -0.6% 1.1244
Close 1.1284 1.1225 -0.0059 -0.5% 1.1283
Range 0.0072 0.0108 0.0036 50.0% 0.0144
ATR 0.0070 0.0073 0.0003 3.8% 0.0000
Volume 22,330 50,160 27,830 124.6% 151,226
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1573 1.1507 1.1284
R3 1.1465 1.1399 1.1255
R2 1.1357 1.1357 1.1245
R1 1.1291 1.1291 1.1235 1.1270
PP 1.1249 1.1249 1.1249 1.1239
S1 1.1183 1.1183 1.1215 1.1162
S2 1.1141 1.1141 1.1205
S3 1.1033 1.1075 1.1195
S4 1.0925 1.0967 1.1166
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 1.1207 0.0144 1.3% 0.0075 0.7% 13% False True 30,579
10 1.1388 1.1207 0.0181 1.6% 0.0071 0.6% 10% False True 30,055
20 1.1503 1.1207 0.0296 2.6% 0.0073 0.6% 6% False True 27,184
40 1.1503 1.1072 0.0431 3.8% 0.0069 0.6% 35% False False 13,950
60 1.1503 1.0946 0.0557 5.0% 0.0067 0.6% 50% False False 9,315
80 1.1503 1.0946 0.0557 5.0% 0.0059 0.5% 50% False False 6,990
100 1.1503 1.0862 0.0641 5.7% 0.0048 0.4% 57% False False 5,592
120 1.1503 1.0862 0.0641 5.7% 0.0040 0.4% 57% False False 4,660
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 0.0019
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1774
2.618 1.1598
1.618 1.1490
1.000 1.1423
0.618 1.1382
HIGH 1.1315
0.618 1.1274
0.500 1.1261
0.382 1.1248
LOW 1.1207
0.618 1.1140
1.000 1.1099
1.618 1.1032
2.618 1.0924
4.250 1.0748
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 1.1261 1.1279
PP 1.1249 1.1261
S1 1.1237 1.1243

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

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