CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 1.1364 1.1345 -0.0019 -0.2% 1.1216
High 1.1394 1.1397 0.0003 0.0% 1.1443
Low 1.1326 1.1321 -0.0005 0.0% 1.1212
Close 1.1351 1.1340 -0.0011 -0.1% 1.1431
Range 0.0068 0.0076 0.0008 11.8% 0.0231
ATR 0.0067 0.0068 0.0001 0.9% 0.0000
Volume 21,642 20,172 -1,470 -6.8% 128,927
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1581 1.1536 1.1382
R3 1.1505 1.1460 1.1361
R2 1.1429 1.1429 1.1354
R1 1.1384 1.1384 1.1347 1.1369
PP 1.1353 1.1353 1.1353 1.1345
S1 1.1308 1.1308 1.1333 1.1293
S2 1.1277 1.1277 1.1326
S3 1.1201 1.1232 1.1319
S4 1.1125 1.1156 1.1298
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.2055 1.1974 1.1558
R3 1.1824 1.1743 1.1495
R2 1.1593 1.1593 1.1473
R1 1.1512 1.1512 1.1452 1.1553
PP 1.1362 1.1362 1.1362 1.1382
S1 1.1281 1.1281 1.1410 1.1322
S2 1.1131 1.1131 1.1389
S3 1.0900 1.1050 1.1367
S4 1.0669 1.0819 1.1304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1443 1.1321 0.0122 1.1% 0.0059 0.5% 16% False True 22,467
10 1.1443 1.1179 0.0264 2.3% 0.0063 0.6% 61% False False 25,783
20 1.1443 1.1179 0.0264 2.3% 0.0067 0.6% 61% False False 27,919
40 1.1503 1.1179 0.0324 2.9% 0.0071 0.6% 50% False False 20,369
60 1.1503 1.0958 0.0545 4.8% 0.0069 0.6% 70% False False 13,606
80 1.1503 1.0946 0.0557 4.9% 0.0065 0.6% 71% False False 10,212
100 1.1503 1.0946 0.0557 4.9% 0.0054 0.5% 71% False False 8,170
120 1.1503 1.0862 0.0641 5.7% 0.0045 0.4% 75% False False 6,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1720
2.618 1.1596
1.618 1.1520
1.000 1.1473
0.618 1.1444
HIGH 1.1397
0.618 1.1368
0.500 1.1359
0.382 1.1350
LOW 1.1321
0.618 1.1274
1.000 1.1245
1.618 1.1198
2.618 1.1122
4.250 1.0998
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 1.1359 1.1359
PP 1.1353 1.1353
S1 1.1346 1.1346

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

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