CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 1.1293 1.1296 0.0003 0.0% 1.1285
High 1.1293 1.1296 0.0003 0.0% 1.1296
Low 1.1267 1.1296 0.0029 0.3% 1.1267
Close 1.1267 1.1296 0.0029 0.3% 1.1296
Range 0.0026 0.0000 -0.0026 -100.0% 0.0029
ATR 0.0041 0.0040 -0.0001 -2.1% 0.0000
Volume 3 2 -1 -33.3% 307
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1296 1.1296 1.1296
R3 1.1296 1.1296 1.1296
R2 1.1296 1.1296 1.1296
R1 1.1296 1.1296 1.1296 1.1296
PP 1.1296 1.1296 1.1296 1.1296
S1 1.1296 1.1296 1.1296 1.1296
S2 1.1296 1.1296 1.1296
S3 1.1296 1.1296 1.1296
S4 1.1296 1.1296 1.1296
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1373 1.1364 1.1312
R3 1.1344 1.1335 1.1304
R2 1.1315 1.1315 1.1301
R1 1.1306 1.1306 1.1299 1.1311
PP 1.1286 1.1286 1.1286 1.1289
S1 1.1277 1.1277 1.1293 1.1282
S2 1.1257 1.1257 1.1291
S3 1.1228 1.1248 1.1288
S4 1.1199 1.1219 1.1280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1296 1.1238 0.0058 0.5% 0.0009 0.1% 100% True False 121
10 1.1296 1.1128 0.0168 1.5% 0.0009 0.1% 100% True False 116
20 1.1296 1.1047 0.0249 2.2% 0.0004 0.0% 100% True False 59
40 1.1298 1.0994 0.0304 2.7% 0.0004 0.0% 99% False False 30
60 1.1330 1.0994 0.0336 3.0% 0.0003 0.0% 90% False False 20
80 1.1330 1.0875 0.0455 4.0% 0.0003 0.0% 93% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1296
2.618 1.1296
1.618 1.1296
1.000 1.1296
0.618 1.1296
HIGH 1.1296
0.618 1.1296
0.500 1.1296
0.382 1.1296
LOW 1.1296
0.618 1.1296
1.000 1.1296
1.618 1.1296
2.618 1.1296
4.250 1.1296
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 1.1296 1.1291
PP 1.1296 1.1286
S1 1.1296 1.1282

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

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