CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1.1359 1.1336 -0.0023 -0.2% 1.1470
High 1.1359 1.1348 -0.0011 -0.1% 1.1470
Low 1.1300 1.1336 0.0036 0.3% 1.1300
Close 1.1334 1.1348 0.0014 0.1% 1.1348
Range 0.0059 0.0012 -0.0047 -79.7% 0.0170
ATR 0.0048 0.0046 -0.0002 -5.1% 0.0000
Volume 3 17 14 466.7% 66
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1380 1.1376 1.1355
R3 1.1368 1.1364 1.1351
R2 1.1356 1.1356 1.1350
R1 1.1352 1.1352 1.1349 1.1354
PP 1.1344 1.1344 1.1344 1.1345
S1 1.1340 1.1340 1.1347 1.1342
S2 1.1332 1.1332 1.1346
S3 1.1320 1.1328 1.1345
S4 1.1308 1.1316 1.1341
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1883 1.1785 1.1442
R3 1.1713 1.1615 1.1395
R2 1.1543 1.1543 1.1379
R1 1.1445 1.1445 1.1364 1.1409
PP 1.1373 1.1373 1.1373 1.1355
S1 1.1275 1.1275 1.1332 1.1239
S2 1.1203 1.1203 1.1317
S3 1.1033 1.1105 1.1301
S4 1.0863 1.0935 1.1255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1470 1.1300 0.0170 1.5% 0.0022 0.2% 28% False False 13
10 1.1513 1.1300 0.0213 1.9% 0.0024 0.2% 23% False False 12
20 1.1513 1.1230 0.0283 2.5% 0.0024 0.2% 42% False False 7
40 1.1513 1.1047 0.0466 4.1% 0.0014 0.1% 65% False False 33
60 1.1513 1.0994 0.0519 4.6% 0.0011 0.1% 68% False False 22
80 1.1513 1.0994 0.0519 4.6% 0.0008 0.1% 68% False False 17
100 1.1513 1.0875 0.0638 5.6% 0.0007 0.1% 74% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1399
2.618 1.1379
1.618 1.1367
1.000 1.1360
0.618 1.1355
HIGH 1.1348
0.618 1.1343
0.500 1.1342
0.382 1.1341
LOW 1.1336
0.618 1.1329
1.000 1.1324
1.618 1.1317
2.618 1.1305
4.250 1.1285
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1.1346 1.1344
PP 1.1344 1.1339
S1 1.1342 1.1335

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

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