CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1.1318 1.1347 0.0029 0.3% 1.1344
High 1.1358 1.1347 -0.0011 -0.1% 1.1375
Low 1.1318 1.1283 -0.0035 -0.3% 1.1262
Close 1.1335 1.1293 -0.0042 -0.4% 1.1293
Range 0.0040 0.0064 0.0024 60.0% 0.0113
ATR 0.0045 0.0046 0.0001 3.1% 0.0000
Volume 60 51 -9 -15.0% 165
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1500 1.1460 1.1328
R3 1.1436 1.1396 1.1311
R2 1.1372 1.1372 1.1305
R1 1.1332 1.1332 1.1299 1.1320
PP 1.1308 1.1308 1.1308 1.1302
S1 1.1268 1.1268 1.1287 1.1256
S2 1.1244 1.1244 1.1281
S3 1.1180 1.1204 1.1275
S4 1.1116 1.1140 1.1258
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 0.9% 0.0045 0.4% 32% False False 38
10 1.1375 1.1262 0.0113 1.0% 0.0041 0.4% 27% False False 31
20 1.1513 1.1262 0.0251 2.2% 0.0035 0.3% 12% False False 21
40 1.1513 1.1095 0.0418 3.7% 0.0023 0.2% 47% False False 40
60 1.1513 1.0994 0.0519 4.6% 0.0016 0.1% 58% False False 27
80 1.1513 1.0994 0.0519 4.6% 0.0012 0.1% 58% False False 20
100 1.1513 1.0875 0.0638 5.6% 0.0011 0.1% 66% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1619
2.618 1.1515
1.618 1.1451
1.000 1.1411
0.618 1.1387
HIGH 1.1347
0.618 1.1323
0.500 1.1315
0.382 1.1307
LOW 1.1283
0.618 1.1243
1.000 1.1219
1.618 1.1179
2.618 1.1115
4.250 1.1011
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1.1315 1.1320
PP 1.1308 1.1311
S1 1.1300 1.1302

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

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