CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1.1266 1.1418 0.0152 1.3% 1.1343
High 1.1378 1.1418 0.0040 0.4% 1.1418
Low 1.1266 1.1418 0.0152 1.3% 1.1266
Close 1.1378 1.1418 0.0040 0.4% 1.1418
Range 0.0112 0.0000 -0.0112 -100.0% 0.0152
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 3 4 1 33.3% 16
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1418 1.1418 1.1418
R3 1.1418 1.1418 1.1418
R2 1.1418 1.1418 1.1418
R1 1.1418 1.1418 1.1418 1.1418
PP 1.1418 1.1418 1.1418 1.1418
S1 1.1418 1.1418 1.1418 1.1418
S2 1.1418 1.1418 1.1418
S3 1.1418 1.1418 1.1418
S4 1.1418 1.1418 1.1418
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1823 1.1773 1.1502
R3 1.1671 1.1621 1.1460
R2 1.1519 1.1519 1.1446
R1 1.1469 1.1469 1.1432 1.1494
PP 1.1367 1.1367 1.1367 1.1380
S1 1.1317 1.1317 1.1404 1.1342
S2 1.1215 1.1215 1.1390
S3 1.1063 1.1165 1.1376
S4 1.0911 1.1013 1.1334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1418 1.1266 0.0152 1.3% 0.0033 0.3% 100% True False 3
10 1.1418 1.1230 0.0188 1.6% 0.0025 0.2% 100% True False 2
20 1.1418 1.1128 0.0290 2.5% 0.0017 0.1% 100% True False 59
40 1.1418 1.0994 0.0424 3.7% 0.0010 0.1% 100% True False 30
60 1.1418 1.0994 0.0424 3.7% 0.0007 0.1% 100% True False 20
80 1.1418 1.0903 0.0515 4.5% 0.0005 0.0% 100% True False 15
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1418
2.618 1.1418
1.618 1.1418
1.000 1.1418
0.618 1.1418
HIGH 1.1418
0.618 1.1418
0.500 1.1418
0.382 1.1418
LOW 1.1418
0.618 1.1418
1.000 1.1418
1.618 1.1418
2.618 1.1418
4.250 1.1418
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1.1418 1.1393
PP 1.1418 1.1367
S1 1.1418 1.1342

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

View Archives - Comment on this page... - Back to Index of Symbols