CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1.1279 1.1350 0.0071 0.6% 1.1261
High 1.1279 1.1409 0.0130 1.2% 1.1409
Low 1.1279 1.1350 0.0071 0.6% 1.1230
Close 1.1279 1.1409 0.0130 1.2% 1.1409
Range 0.0000 0.0059 0.0059 0.0179
ATR 0.0040 0.0046 0.0006 16.1% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1566 1.1547 1.1441
R3 1.1507 1.1488 1.1425
R2 1.1448 1.1448 1.1420
R1 1.1429 1.1429 1.1414 1.1439
PP 1.1389 1.1389 1.1389 1.1394
S1 1.1370 1.1370 1.1404 1.1380
S2 1.1330 1.1330 1.1398
S3 1.1271 1.1311 1.1393
S4 1.1212 1.1252 1.1377
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1886 1.1827 1.1507
R3 1.1707 1.1648 1.1458
R2 1.1528 1.1528 1.1442
R1 1.1469 1.1469 1.1425 1.1499
PP 1.1349 1.1349 1.1349 1.1364
S1 1.1290 1.1290 1.1393 1.1320
S2 1.1170 1.1170 1.1376
S3 1.0991 1.1111 1.1360
S4 1.0812 1.0932 1.1311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1409 1.1230 0.0179 1.6% 0.0016 0.1% 100% True False 1
10 1.1409 1.1230 0.0179 1.6% 0.0012 0.1% 100% True False 61
20 1.1409 1.1047 0.0362 3.2% 0.0009 0.1% 100% True False 59
40 1.1409 1.0994 0.0415 3.6% 0.0006 0.1% 100% True False 30
60 1.1409 1.0994 0.0415 3.6% 0.0004 0.0% 100% True False 20
80 1.1409 1.0875 0.0534 4.7% 0.0004 0.0% 100% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.1660
2.618 1.1563
1.618 1.1504
1.000 1.1468
0.618 1.1445
HIGH 1.1409
0.618 1.1386
0.500 1.1380
0.382 1.1373
LOW 1.1350
0.618 1.1314
1.000 1.1291
1.618 1.1255
2.618 1.1196
4.250 1.1099
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1.1399 1.1379
PP 1.1389 1.1349
S1 1.1380 1.1320

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

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