CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 1.1279 1.1268 -0.0011 -0.1% 1.1397
High 1.1291 1.1282 -0.0009 -0.1% 1.1493
Low 1.1261 1.1227 -0.0034 -0.3% 1.1272
Close 1.1262 1.1234 -0.0028 -0.2% 1.1274
Range 0.0030 0.0055 0.0025 83.3% 0.0221
ATR 0.0065 0.0064 -0.0001 -1.1% 0.0000
Volume 27,635 28,269 634 2.3% 172,573
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 1.1413 1.1378 1.1264
R3 1.1358 1.1323 1.1249
R2 1.1303 1.1303 1.1244
R1 1.1268 1.1268 1.1239 1.1258
PP 1.1248 1.1248 1.1248 1.1243
S1 1.1213 1.1213 1.1229 1.1203
S2 1.1193 1.1193 1.1224
S3 1.1138 1.1158 1.1219
S4 1.1083 1.1103 1.1204
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.2009 1.1863 1.1396
R3 1.1788 1.1642 1.1335
R2 1.1567 1.1567 1.1315
R1 1.1421 1.1421 1.1294 1.1384
PP 1.1346 1.1346 1.1346 1.1328
S1 1.1200 1.1200 1.1254 1.1163
S2 1.1125 1.1125 1.1233
S3 1.0904 1.0979 1.1213
S4 1.0683 1.0758 1.1152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1493 1.1227 0.0266 2.4% 0.0072 0.6% 3% False True 35,427
10 1.1493 1.1227 0.0266 2.4% 0.0066 0.6% 3% False True 31,741
20 1.1493 1.1227 0.0266 2.4% 0.0061 0.5% 3% False True 26,391
40 1.1493 1.1179 0.0314 2.8% 0.0066 0.6% 18% False False 28,007
60 1.1503 1.1179 0.0324 2.9% 0.0067 0.6% 17% False False 21,326
80 1.1503 1.0946 0.0557 5.0% 0.0066 0.6% 52% False False 16,007
100 1.1503 1.0946 0.0557 5.0% 0.0064 0.6% 52% False False 12,811
120 1.1503 1.0912 0.0591 5.3% 0.0053 0.5% 54% False False 10,676
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1516
2.618 1.1426
1.618 1.1371
1.000 1.1337
0.618 1.1316
HIGH 1.1282
0.618 1.1261
0.500 1.1255
0.382 1.1248
LOW 1.1227
0.618 1.1193
1.000 1.1172
1.618 1.1138
2.618 1.1083
4.250 1.0993
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 1.1255 1.1302
PP 1.1248 1.1279
S1 1.1241 1.1257

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

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