CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 1.1295 1.1318 0.0023 0.2% 1.1344
High 1.1331 1.1358 0.0027 0.2% 1.1375
Low 1.1281 1.1318 0.0037 0.3% 1.1262
Close 1.1328 1.1335 0.0007 0.1% 1.1293
Range 0.0050 0.0040 -0.0010 -20.0% 0.0113
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 19 60 41 215.8% 165
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1457 1.1436 1.1357
R3 1.1417 1.1396 1.1346
R2 1.1377 1.1377 1.1342
R1 1.1356 1.1356 1.1339 1.1367
PP 1.1337 1.1337 1.1337 1.1342
S1 1.1316 1.1316 1.1331 1.1327
S2 1.1297 1.1297 1.1328
S3 1.1257 1.1276 1.1324
S4 1.1217 1.1236 1.1313
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1649 1.1584 1.1355
R3 1.1536 1.1471 1.1324
R2 1.1423 1.1423 1.1314
R1 1.1358 1.1358 1.1303 1.1334
PP 1.1310 1.1310 1.1310 1.1298
S1 1.1245 1.1245 1.1283 1.1221
S2 1.1197 1.1197 1.1272
S3 1.1084 1.1132 1.1262
S4 1.0971 1.1019 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1358 1.1262 0.0096 0.8% 0.0035 0.3% 76% True False 30
10 1.1375 1.1262 0.0113 1.0% 0.0036 0.3% 65% False False 28
20 1.1513 1.1262 0.0251 2.2% 0.0031 0.3% 29% False False 18
40 1.1513 1.1083 0.0430 3.8% 0.0021 0.2% 59% False False 38
60 1.1513 1.0994 0.0519 4.6% 0.0015 0.1% 66% False False 26
80 1.1513 1.0994 0.0519 4.6% 0.0011 0.1% 66% False False 20
100 1.1513 1.0875 0.0638 5.6% 0.0010 0.1% 72% 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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1528
2.618 1.1463
1.618 1.1423
1.000 1.1398
0.618 1.1383
HIGH 1.1358
0.618 1.1343
0.500 1.1338
0.382 1.1333
LOW 1.1318
0.618 1.1293
1.000 1.1278
1.618 1.1253
2.618 1.1213
4.250 1.1148
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 1.1338 1.1327
PP 1.1337 1.1318
S1 1.1336 1.1310

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

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