CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 1.1331 1.1387 0.0056 0.5% 1.1295
High 1.1390 1.1443 0.0053 0.5% 1.1358
Low 1.1328 1.1387 0.0059 0.5% 1.1209
Close 1.1385 1.1428 0.0043 0.4% 1.1227
Range 0.0062 0.0056 -0.0006 -9.7% 0.0149
ATR 0.0051 0.0051 0.0001 1.0% 0.0000
Volume 106 35 -71 -67.0% 204
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1587 1.1564 1.1459
R3 1.1531 1.1508 1.1443
R2 1.1475 1.1475 1.1438
R1 1.1452 1.1452 1.1433 1.1464
PP 1.1419 1.1419 1.1419 1.1425
S1 1.1396 1.1396 1.1423 1.1408
S2 1.1363 1.1363 1.1418
S3 1.1307 1.1340 1.1413
S4 1.1251 1.1284 1.1397
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 1.1443 1.1209 0.0234 2.0% 0.0048 0.4% 94% True False 38
10 1.1443 1.1209 0.0234 2.0% 0.0054 0.5% 94% True False 41
20 1.1478 1.1209 0.0269 2.4% 0.0039 0.3% 81% False False 30
40 1.1513 1.1204 0.0309 2.7% 0.0030 0.3% 72% False False 39
60 1.1513 1.0994 0.0519 4.5% 0.0021 0.2% 84% False False 31
80 1.1513 1.0994 0.0519 4.5% 0.0016 0.1% 84% False False 23
100 1.1513 1.0924 0.0589 5.2% 0.0013 0.1% 86% False False 19
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1681
2.618 1.1590
1.618 1.1534
1.000 1.1499
0.618 1.1478
HIGH 1.1443
0.618 1.1422
0.500 1.1415
0.382 1.1408
LOW 1.1387
0.618 1.1352
1.000 1.1331
1.618 1.1296
2.618 1.1240
4.250 1.1149
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 1.1424 1.1407
PP 1.1419 1.1385
S1 1.1415 1.1364

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

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