CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 1.1449 1.1370 -0.0079 -0.7% 1.1405
High 1.1465 1.1370 -0.0095 -0.8% 1.1513
Low 1.1444 1.1351 -0.0093 -0.8% 1.1403
Close 1.1465 1.1355 -0.0110 -1.0% 1.1478
Range 0.0021 0.0019 -0.0002 -9.5% 0.0110
ATR 0.0042 0.0047 0.0005 12.2% 0.0000
Volume 14 18 4 28.6% 57
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1416 1.1404 1.1365
R3 1.1397 1.1385 1.1360
R2 1.1378 1.1378 1.1358
R1 1.1366 1.1366 1.1357 1.1363
PP 1.1359 1.1359 1.1359 1.1357
S1 1.1347 1.1347 1.1353 1.1344
S2 1.1340 1.1340 1.1352
S3 1.1321 1.1328 1.1350
S4 1.1302 1.1309 1.1345
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 1.1351 0.0162 1.4% 0.0022 0.2% 2% False True 18
10 1.1513 1.1266 0.0247 2.2% 0.0028 0.2% 36% False False 11
20 1.1513 1.1230 0.0283 2.5% 0.0022 0.2% 44% False False 6
40 1.1513 1.0994 0.0519 4.6% 0.0013 0.1% 70% False False 32
60 1.1513 1.0994 0.0519 4.6% 0.0009 0.1% 70% False False 22
80 1.1513 1.0960 0.0553 4.9% 0.0007 0.1% 71% False False 16
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1451
2.618 1.1420
1.618 1.1401
1.000 1.1389
0.618 1.1382
HIGH 1.1370
0.618 1.1363
0.500 1.1361
0.382 1.1358
LOW 1.1351
0.618 1.1339
1.000 1.1332
1.618 1.1320
2.618 1.1301
4.250 1.1270
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 1.1361 1.1411
PP 1.1359 1.1392
S1 1.1357 1.1374

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

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