CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.1155 1.1147 -0.0008 -0.1% 1.1162
High 1.1175 1.1226 0.0051 0.5% 1.1196
Low 1.1134 1.1065 -0.0069 -0.6% 1.1124
Close 1.1147 1.1216 0.0069 0.6% 1.1174
Range 0.0041 0.0161 0.0120 292.7% 0.0072
ATR 0.0054 0.0061 0.0008 14.3% 0.0000
Volume 26,408 81,208 54,800 207.5% 124,147
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1652 1.1595 1.1305
R3 1.1491 1.1434 1.1260
R2 1.1330 1.1330 1.1246
R1 1.1273 1.1273 1.1231 1.1302
PP 1.1169 1.1169 1.1169 1.1183
S1 1.1112 1.1112 1.1201 1.1141
S2 1.1008 1.1008 1.1186
S3 1.0847 1.0951 1.1172
S4 1.0686 1.0790 1.1127
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 1.1226 1.1065 0.0161 1.4% 0.0076 0.7% 94% True True 41,269
10 1.1226 1.1065 0.0161 1.4% 0.0058 0.5% 94% True True 32,903
20 1.1493 1.1065 0.0428 3.8% 0.0060 0.5% 35% False True 31,695
40 1.1493 1.1065 0.0428 3.8% 0.0059 0.5% 35% False True 27,912
60 1.1503 1.1065 0.0438 3.9% 0.0064 0.6% 34% False True 28,714
80 1.1503 1.1065 0.0438 3.9% 0.0064 0.6% 34% False True 22,108
100 1.1503 1.0946 0.0557 5.0% 0.0064 0.6% 48% False False 17,696
120 1.1503 1.0946 0.0557 5.0% 0.0061 0.5% 48% False False 14,750
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 0.0017
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.1910
2.618 1.1647
1.618 1.1486
1.000 1.1387
0.618 1.1325
HIGH 1.1226
0.618 1.1164
0.500 1.1146
0.382 1.1127
LOW 1.1065
0.618 1.0966
1.000 1.0904
1.618 1.0805
2.618 1.0644
4.250 1.0381
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.1193 1.1193
PP 1.1169 1.1169
S1 1.1146 1.1146

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

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