CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 1.1470 1.1449 -0.0021 -0.2% 1.1405
High 1.1470 1.1465 -0.0005 0.0% 1.1513
Low 1.1470 1.1444 -0.0026 -0.2% 1.1403
Close 1.1470 1.1465 -0.0005 0.0% 1.1478
Range 0.0000 0.0021 0.0021 0.0110
ATR 0.0043 0.0042 -0.0001 -2.9% 0.0000
Volume 14 14 0 0.0% 57
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1521 1.1514 1.1477
R3 1.1500 1.1493 1.1471
R2 1.1479 1.1479 1.1469
R1 1.1472 1.1472 1.1467 1.1476
PP 1.1458 1.1458 1.1458 1.1460
S1 1.1451 1.1451 1.1463 1.1455
S2 1.1437 1.1437 1.1461
S3 1.1416 1.1430 1.1459
S4 1.1395 1.1409 1.1453
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% 0.0030 0.3% 56% False False 15
10 1.1513 1.1266 0.0247 2.2% 0.0026 0.2% 81% False False 9
20 1.1513 1.1230 0.0283 2.5% 0.0022 0.2% 83% False False 5
40 1.1513 1.0994 0.0519 4.5% 0.0012 0.1% 91% False False 32
60 1.1513 1.0994 0.0519 4.5% 0.0009 0.1% 91% False False 21
80 1.1513 1.0924 0.0589 5.1% 0.0007 0.1% 92% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1554
2.618 1.1520
1.618 1.1499
1.000 1.1486
0.618 1.1478
HIGH 1.1465
0.618 1.1457
0.500 1.1455
0.382 1.1452
LOW 1.1444
0.618 1.1431
1.000 1.1423
1.618 1.1410
2.618 1.1389
4.250 1.1355
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 1.1462 1.1464
PP 1.1458 1.1462
S1 1.1455 1.1461

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

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