CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 1.1056 1.0998 -0.0058 -0.5% 1.0978
High 1.1056 1.0998 -0.0058 -0.5% 1.1056
Low 1.1056 1.0998 -0.0058 -0.5% 1.0924
Close 1.1056 1.0998 -0.0058 -0.5% 1.1056
Range
ATR 0.0042 0.0043 0.0001 2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0998 1.0998 1.0998
R3 1.0998 1.0998 1.0998
R2 1.0998 1.0998 1.0998
R1 1.0998 1.0998 1.0998 1.0998
PP 1.0998 1.0998 1.0998 1.0998
S1 1.0998 1.0998 1.0998 1.0998
S2 1.0998 1.0998 1.0998
S3 1.0998 1.0998 1.0998
S4 1.0998 1.0998 1.0998
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1408 1.1364 1.1129
R3 1.1276 1.1232 1.1092
R2 1.1144 1.1144 1.1080
R1 1.1100 1.1100 1.1068 1.1122
PP 1.1012 1.1012 1.1012 1.1023
S1 1.0968 1.0968 1.1044 1.0990
S2 1.0880 1.0880 1.1032
S3 1.0748 1.0836 1.1020
S4 1.0616 1.0704 1.0983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1056 1.0924 0.0132 1.2% 0.0000 0.0% 56% False False 1
10 1.1056 1.0924 0.0132 1.2% 0.0000 0.0% 56% False False 1
20 1.1166 1.0875 0.0291 2.6% 0.0005 0.0% 42% 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 1.0998
2.618 1.0998
1.618 1.0998
1.000 1.0998
0.618 1.0998
HIGH 1.0998
0.618 1.0998
0.500 1.0998
0.382 1.0998
LOW 1.0998
0.618 1.0998
1.000 1.0998
1.618 1.0998
2.618 1.0998
4.250 1.0998
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 1.0998 1.1008
PP 1.0998 1.1005
S1 1.0998 1.1001

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

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