CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1.1478 1.1470 -0.0008 -0.1% 1.1405
High 1.1478 1.1470 -0.0008 -0.1% 1.1513
Low 1.1478 1.1470 -0.0008 -0.1% 1.1403
Close 1.1478 1.1470 -0.0008 -0.1% 1.1478
Range
ATR 0.0046 0.0043 -0.0003 -5.9% 0.0000
Volume 14 14 0 0.0% 57
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1470 1.1470 1.1470
R3 1.1470 1.1470 1.1470
R2 1.1470 1.1470 1.1470
R1 1.1470 1.1470 1.1470 1.1470
PP 1.1470 1.1470 1.1470 1.1470
S1 1.1470 1.1470 1.1470 1.1470
S2 1.1470 1.1470 1.1470
S3 1.1470 1.1470 1.1470
S4 1.1470 1.1470 1.1470
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1795 1.1746 1.1539
R3 1.1685 1.1636 1.1508
R2 1.1575 1.1575 1.1498
R1 1.1526 1.1526 1.1488 1.1551
PP 1.1465 1.1465 1.1465 1.1477
S1 1.1416 1.1416 1.1468 1.1441
S2 1.1355 1.1355 1.1458
S3 1.1245 1.1306 1.1448
S4 1.1135 1.1196 1.1418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1513 1.1403 0.0110 1.0% 0.0026 0.2% 61% False False 13
10 1.1513 1.1266 0.0247 2.2% 0.0030 0.3% 83% False False 8
20 1.1513 1.1230 0.0283 2.5% 0.0021 0.2% 85% False False 20
40 1.1513 1.0994 0.0519 4.5% 0.0012 0.1% 92% False False 32
60 1.1513 1.0994 0.0519 4.5% 0.0009 0.1% 92% False False 21
80 1.1513 1.0924 0.0589 5.1% 0.0007 0.1% 93% False False 16
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1470
2.618 1.1470
1.618 1.1470
1.000 1.1470
0.618 1.1470
HIGH 1.1470
0.618 1.1470
0.500 1.1470
0.382 1.1470
LOW 1.1470
0.618 1.1470
1.000 1.1470
1.618 1.1470
2.618 1.1470
4.250 1.1470
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1.1470 1.1478
PP 1.1470 1.1475
S1 1.1470 1.1473

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

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