CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 1.1284 1.1331 0.0047 0.4% 1.1295
High 1.1344 1.1390 0.0046 0.4% 1.1358
Low 1.1284 1.1328 0.0044 0.4% 1.1209
Close 1.1337 1.1385 0.0048 0.4% 1.1227
Range 0.0060 0.0062 0.0002 3.3% 0.0149
ATR 0.0050 0.0051 0.0001 1.8% 0.0000
Volume 15 106 91 606.7% 204
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1554 1.1531 1.1419
R3 1.1492 1.1469 1.1402
R2 1.1430 1.1430 1.1396
R1 1.1407 1.1407 1.1391 1.1419
PP 1.1368 1.1368 1.1368 1.1373
S1 1.1345 1.1345 1.1379 1.1357
S2 1.1306 1.1306 1.1374
S3 1.1244 1.1283 1.1368
S4 1.1182 1.1221 1.1351
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1712 1.1618 1.1309
R3 1.1563 1.1469 1.1268
R2 1.1414 1.1414 1.1254
R1 1.1320 1.1320 1.1241 1.1293
PP 1.1265 1.1265 1.1265 1.1251
S1 1.1171 1.1171 1.1213 1.1144
S2 1.1116 1.1116 1.1200
S3 1.0967 1.1022 1.1186
S4 1.0818 1.0873 1.1145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1390 1.1209 0.0181 1.6% 0.0057 0.5% 97% True False 41
10 1.1390 1.1209 0.0181 1.6% 0.0051 0.4% 97% True False 39
20 1.1513 1.1209 0.0304 2.7% 0.0040 0.4% 58% False False 30
40 1.1513 1.1128 0.0385 3.4% 0.0029 0.3% 67% False False 45
60 1.1513 1.0994 0.0519 4.6% 0.0020 0.2% 75% False False 30
80 1.1513 1.0994 0.0519 4.6% 0.0016 0.1% 75% False False 23
100 1.1513 1.0924 0.0589 5.2% 0.0013 0.1% 78% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1654
2.618 1.1552
1.618 1.1490
1.000 1.1452
0.618 1.1428
HIGH 1.1390
0.618 1.1366
0.500 1.1359
0.382 1.1352
LOW 1.1328
0.618 1.1290
1.000 1.1266
1.618 1.1228
2.618 1.1166
4.250 1.1065
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 1.1376 1.1362
PP 1.1368 1.1339
S1 1.1359 1.1316

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

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