CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 1.1147 1.1218 0.0071 0.6% 1.1170
High 1.1226 1.1224 -0.0002 0.0% 1.1226
Low 1.1065 1.1172 0.0107 1.0% 1.1065
Close 1.1216 1.1196 -0.0020 -0.2% 1.1196
Range 0.0161 0.0052 -0.0109 -67.7% 0.0161
ATR 0.0061 0.0061 -0.0001 -1.1% 0.0000
Volume 81,208 44,024 -37,184 -45.8% 211,125
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1353 1.1327 1.1225
R3 1.1301 1.1275 1.1210
R2 1.1249 1.1249 1.1206
R1 1.1223 1.1223 1.1201 1.1210
PP 1.1197 1.1197 1.1197 1.1191
S1 1.1171 1.1171 1.1191 1.1158
S2 1.1145 1.1145 1.1186
S3 1.1093 1.1119 1.1182
S4 1.1041 1.1067 1.1167
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1645 1.1582 1.1285
R3 1.1484 1.1421 1.1240
R2 1.1323 1.1323 1.1226
R1 1.1260 1.1260 1.1211 1.1292
PP 1.1162 1.1162 1.1162 1.1178
S1 1.1099 1.1099 1.1181 1.1131
S2 1.1001 1.1001 1.1166
S3 1.0840 1.0938 1.1152
S4 1.0679 1.0777 1.1107
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% 0.0074 0.7% 81% False False 42,225
10 1.1226 1.1065 0.0161 1.4% 0.0059 0.5% 81% False False 35,317
20 1.1376 1.1065 0.0311 2.8% 0.0056 0.5% 42% False False 31,365
40 1.1493 1.1065 0.0428 3.8% 0.0058 0.5% 31% False False 28,341
60 1.1503 1.1065 0.0438 3.9% 0.0063 0.6% 30% False False 29,060
80 1.1503 1.1065 0.0438 3.9% 0.0064 0.6% 30% False False 22,659
100 1.1503 1.0946 0.0557 5.0% 0.0064 0.6% 45% False False 18,136
120 1.1503 1.0946 0.0557 5.0% 0.0061 0.5% 45% False False 15,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1445
2.618 1.1360
1.618 1.1308
1.000 1.1276
0.618 1.1256
HIGH 1.1224
0.618 1.1204
0.500 1.1198
0.382 1.1192
LOW 1.1172
0.618 1.1140
1.000 1.1120
1.618 1.1088
2.618 1.1036
4.250 1.0951
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 1.1198 1.1179
PP 1.1197 1.1162
S1 1.1197 1.1146

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

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