CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1.0924 1.0960 0.0036 0.3% 1.0903
High 1.0924 1.0960 0.0036 0.3% 1.0963
Low 1.0924 1.0960 0.0036 0.3% 1.0903
Close 1.0924 1.0960 0.0036 0.3% 1.0959
Range
ATR 0.0038 0.0037 0.0000 -0.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0960 1.0960 1.0960
R3 1.0960 1.0960 1.0960
R2 1.0960 1.0960 1.0960
R1 1.0960 1.0960 1.0960 1.0960
PP 1.0960 1.0960 1.0960 1.0960
S1 1.0960 1.0960 1.0960 1.0960
S2 1.0960 1.0960 1.0960
S3 1.0960 1.0960 1.0960
S4 1.0960 1.0960 1.0960
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1122 1.1100 1.0992
R3 1.1062 1.1040 1.0976
R2 1.1002 1.1002 1.0970
R1 1.0980 1.0980 1.0965 1.0991
PP 1.0942 1.0942 1.0942 1.0947
S1 1.0920 1.0920 1.0954 1.0931
S2 1.0882 1.0882 1.0948
S3 1.0822 1.0860 1.0943
S4 1.0762 1.0800 1.0926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1004 1.0924 0.0080 0.7% 0.0000 0.0% 45% False False 1
10 1.1004 1.0875 0.0129 1.2% 0.0006 0.1% 66% False False 1
20 1.1240 1.0875 0.0365 3.3% 0.0005 0.0% 23% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0960
2.618 1.0960
1.618 1.0960
1.000 1.0960
0.618 1.0960
HIGH 1.0960
0.618 1.0960
0.500 1.0960
0.382 1.0960
LOW 1.0960
0.618 1.0960
1.000 1.0960
1.618 1.0960
2.618 1.0960
4.250 1.0960
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 1.0960 1.0964
PP 1.0960 1.0963
S1 1.0960 1.0961

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

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