CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 1.1133 1.1204 0.0071 0.6% 1.1127
High 1.1153 1.1204 0.0051 0.5% 1.1164
Low 1.1128 1.1204 0.0076 0.7% 1.1083
Close 1.1128 1.1204 0.0076 0.7% 1.1164
Range 0.0025 0.0000 -0.0025 -100.0% 0.0081
ATR 0.0042 0.0044 0.0002 5.8% 0.0000
Volume 249 301 52 20.9% 10
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1204 1.1204 1.1204
R3 1.1204 1.1204 1.1204
R2 1.1204 1.1204 1.1204
R1 1.1204 1.1204 1.1204 1.1204
PP 1.1204 1.1204 1.1204 1.1204
S1 1.1204 1.1204 1.1204 1.1204
S2 1.1204 1.1204 1.1204
S3 1.1204 1.1204 1.1204
S4 1.1204 1.1204 1.1204
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1380 1.1353 1.1209
R3 1.1299 1.1272 1.1186
R2 1.1218 1.1218 1.1179
R1 1.1191 1.1191 1.1171 1.1205
PP 1.1137 1.1137 1.1137 1.1144
S1 1.1110 1.1110 1.1157 1.1124
S2 1.1056 1.1056 1.1149
S3 1.0975 1.1029 1.1142
S4 1.0894 1.0948 1.1119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1204 1.1128 0.0076 0.7% 0.0009 0.1% 100% True False 111
10 1.1204 1.1047 0.0157 1.4% 0.0005 0.0% 100% True False 56
20 1.1206 1.0994 0.0212 1.9% 0.0002 0.0% 99% False False 29
40 1.1330 1.0994 0.0336 3.0% 0.0003 0.0% 63% False False 15
60 1.1330 1.0924 0.0406 3.6% 0.0002 0.0% 69% False False 10
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1204
2.618 1.1204
1.618 1.1204
1.000 1.1204
0.618 1.1204
HIGH 1.1204
0.618 1.1204
0.500 1.1204
0.382 1.1204
LOW 1.1204
0.618 1.1204
1.000 1.1204
1.618 1.1204
2.618 1.1204
4.250 1.1204
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 1.1204 1.1191
PP 1.1204 1.1179
S1 1.1204 1.1166

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

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