CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 1.1139 1.1170 0.0031 0.3% 1.1162
High 1.1196 1.1174 -0.0022 -0.2% 1.1196
Low 1.1133 1.1118 -0.0015 -0.1% 1.1124
Close 1.1174 1.1127 -0.0047 -0.4% 1.1174
Range 0.0063 0.0056 -0.0007 -11.1% 0.0072
ATR 0.0054 0.0054 0.0000 0.2% 0.0000
Volume 39,244 31,689 -7,555 -19.3% 124,147
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1308 1.1273 1.1158
R3 1.1252 1.1217 1.1142
R2 1.1196 1.1196 1.1137
R1 1.1161 1.1161 1.1132 1.1151
PP 1.1140 1.1140 1.1140 1.1134
S1 1.1105 1.1105 1.1122 1.1095
S2 1.1084 1.1084 1.1117
S3 1.1028 1.1049 1.1112
S4 1.0972 1.0993 1.1096
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.1381 1.1349 1.1214
R3 1.1309 1.1277 1.1194
R2 1.1237 1.1237 1.1187
R1 1.1205 1.1205 1.1181 1.1221
PP 1.1165 1.1165 1.1165 1.1173
S1 1.1133 1.1133 1.1167 1.1149
S2 1.1093 1.1093 1.1161
S3 1.1021 1.1061 1.1154
S4 1.0949 1.0989 1.1134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1196 1.1118 0.0078 0.7% 0.0049 0.4% 12% False True 31,167
10 1.1242 1.1118 0.0124 1.1% 0.0046 0.4% 7% False True 26,503
20 1.1493 1.1118 0.0375 3.4% 0.0054 0.5% 2% False True 29,095
40 1.1493 1.1118 0.0375 3.4% 0.0057 0.5% 2% False True 26,884
60 1.1503 1.1118 0.0385 3.5% 0.0062 0.6% 2% False True 26,984
80 1.1503 1.1072 0.0431 3.9% 0.0063 0.6% 13% False False 20,417
100 1.1503 1.0946 0.0557 5.0% 0.0063 0.6% 32% False False 16,343
120 1.1503 1.0946 0.0557 5.0% 0.0058 0.5% 32% False False 13,621
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1412
2.618 1.1321
1.618 1.1265
1.000 1.1230
0.618 1.1209
HIGH 1.1174
0.618 1.1153
0.500 1.1146
0.382 1.1139
LOW 1.1118
0.618 1.1083
1.000 1.1062
1.618 1.1027
2.618 1.0971
4.250 1.0880
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1.1146 1.1157
PP 1.1140 1.1147
S1 1.1133 1.1137

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

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