CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 1.1148 1.1121 -0.0027 -0.2% 1.1170
High 1.1155 1.1136 -0.0019 -0.2% 1.1226
Low 1.1102 1.1096 -0.0006 -0.1% 1.1065
Close 1.1121 1.1111 -0.0010 -0.1% 1.1196
Range 0.0053 0.0040 -0.0013 -24.5% 0.0161
ATR 0.0061 0.0060 -0.0002 -2.5% 0.0000
Volume 40,844 32,380 -8,464 -20.7% 211,125
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1234 1.1213 1.1133
R3 1.1194 1.1173 1.1122
R2 1.1154 1.1154 1.1118
R1 1.1133 1.1133 1.1115 1.1124
PP 1.1114 1.1114 1.1114 1.1110
S1 1.1093 1.1093 1.1107 1.1084
S2 1.1074 1.1074 1.1104
S3 1.1034 1.1053 1.1100
S4 1.0994 1.1013 1.1089
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% 0.0076 0.7% 29% False False 45,037
10 1.1226 1.1065 0.0161 1.4% 0.0064 0.6% 29% False False 37,643
20 1.1260 1.1065 0.0195 1.8% 0.0055 0.5% 24% False False 31,641
40 1.1493 1.1065 0.0428 3.9% 0.0058 0.5% 11% False False 29,016
60 1.1493 1.1065 0.0428 3.9% 0.0063 0.6% 11% False False 29,218
80 1.1503 1.1065 0.0438 3.9% 0.0064 0.6% 11% False False 23,905
100 1.1503 1.0946 0.0557 5.0% 0.0064 0.6% 30% False False 19,134
120 1.1503 1.0946 0.0557 5.0% 0.0062 0.6% 30% False False 15,950
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1241
1.618 1.1201
1.000 1.1176
0.618 1.1161
HIGH 1.1136
0.618 1.1121
0.500 1.1116
0.382 1.1111
LOW 1.1096
0.618 1.1071
1.000 1.1056
1.618 1.1031
2.618 1.0991
4.250 1.0926
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 1.1116 1.1154
PP 1.1114 1.1140
S1 1.1113 1.1125

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

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