CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 1.1226 1.1216 -0.0010 -0.1% 1.1282
High 1.1236 1.1276 0.0040 0.4% 1.1351
Low 1.1179 1.1212 0.0033 0.3% 1.1179
Close 1.1218 1.1271 0.0053 0.5% 1.1218
Range 0.0057 0.0064 0.0007 12.3% 0.0172
ATR 0.0072 0.0071 -0.0001 -0.8% 0.0000
Volume 42,787 22,327 -20,460 -47.8% 170,358
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1445 1.1422 1.1306
R3 1.1381 1.1358 1.1289
R2 1.1317 1.1317 1.1283
R1 1.1294 1.1294 1.1277 1.1306
PP 1.1253 1.1253 1.1253 1.1259
S1 1.1230 1.1230 1.1265 1.1242
S2 1.1189 1.1189 1.1259
S3 1.1125 1.1166 1.1253
S4 1.1061 1.1102 1.1236
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1765 1.1664 1.1313
R3 1.1593 1.1492 1.1265
R2 1.1421 1.1421 1.1250
R1 1.1320 1.1320 1.1234 1.1285
PP 1.1249 1.1249 1.1249 1.1232
S1 1.1148 1.1148 1.1202 1.1113
S2 1.1077 1.1077 1.1186
S3 1.0905 1.0976 1.1171
S4 1.0733 1.0804 1.1123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1351 1.1179 0.0172 1.5% 0.0069 0.6% 53% False False 31,622
10 1.1369 1.1179 0.0190 1.7% 0.0069 0.6% 48% False False 30,838
20 1.1503 1.1179 0.0324 2.9% 0.0072 0.6% 28% False False 29,673
40 1.1503 1.1084 0.0419 3.7% 0.0068 0.6% 45% False False 15,576
60 1.1503 1.0946 0.0557 4.9% 0.0068 0.6% 58% False False 10,400
80 1.1503 1.0946 0.0557 4.9% 0.0060 0.5% 58% False False 7,804
100 1.1503 1.0912 0.0591 5.2% 0.0049 0.4% 61% False False 6,243
120 1.1503 1.0862 0.0641 5.7% 0.0041 0.4% 64% False False 5,203
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1548
2.618 1.1444
1.618 1.1380
1.000 1.1340
0.618 1.1316
HIGH 1.1276
0.618 1.1252
0.500 1.1244
0.382 1.1236
LOW 1.1212
0.618 1.1172
1.000 1.1148
1.618 1.1108
2.618 1.1044
4.250 1.0940
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 1.1262 1.1263
PP 1.1253 1.1255
S1 1.1244 1.1247

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

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