CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 1.1369 1.1378 0.0009 0.1% 1.1360
High 1.1390 1.1402 0.0012 0.1% 1.1406
Low 1.1362 1.1314 -0.0048 -0.4% 1.1300
Close 1.1377 1.1393 0.0016 0.1% 1.1393
Range 0.0028 0.0088 0.0060 214.3% 0.0106
ATR 0.0061 0.0063 0.0002 3.1% 0.0000
Volume 13,072 38,649 25,577 195.7% 146,627
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.1634 1.1601 1.1441
R3 1.1546 1.1513 1.1417
R2 1.1458 1.1458 1.1409
R1 1.1425 1.1425 1.1401 1.1442
PP 1.1370 1.1370 1.1370 1.1378
S1 1.1337 1.1337 1.1385 1.1354
S2 1.1282 1.1282 1.1377
S3 1.1194 1.1249 1.1369
S4 1.1106 1.1161 1.1345
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.1684 1.1645 1.1451
R3 1.1578 1.1539 1.1422
R2 1.1472 1.1472 1.1412
R1 1.1433 1.1433 1.1403 1.1453
PP 1.1366 1.1366 1.1366 1.1376
S1 1.1327 1.1327 1.1383 1.1347
S2 1.1260 1.1260 1.1374
S3 1.1154 1.1221 1.1364
S4 1.1048 1.1115 1.1335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1406 1.1300 0.0106 0.9% 0.0070 0.6% 88% False False 29,325
10 1.1406 1.1289 0.0117 1.0% 0.0057 0.5% 89% False False 23,563
20 1.1443 1.1179 0.0264 2.3% 0.0060 0.5% 81% False False 24,673
40 1.1503 1.1179 0.0324 2.8% 0.0066 0.6% 66% False False 25,929
60 1.1503 1.1072 0.0431 3.8% 0.0066 0.6% 74% False False 17,525
80 1.1503 1.0946 0.0557 4.9% 0.0065 0.6% 80% False False 13,155
100 1.1503 1.0946 0.0557 4.9% 0.0059 0.5% 80% False False 10,526
120 1.1503 1.0862 0.0641 5.6% 0.0050 0.4% 83% False False 8,772
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1776
2.618 1.1632
1.618 1.1544
1.000 1.1490
0.618 1.1456
HIGH 1.1402
0.618 1.1368
0.500 1.1358
0.382 1.1348
LOW 1.1314
0.618 1.1260
1.000 1.1226
1.618 1.1172
2.618 1.1084
4.250 1.0940
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 1.1381 1.1379
PP 1.1370 1.1365
S1 1.1358 1.1351

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

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