CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 1.1373 1.1395 0.0022 0.2% 1.1241
High 1.1394 1.1395 0.0001 0.0% 1.1448
Low 1.1360 1.1340 -0.0020 -0.2% 1.1241
Close 1.1373 1.1361 -0.0012 -0.1% 1.1440
Range 0.0034 0.0055 0.0021 61.8% 0.0207
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 40 57 17 42.5% 240
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1530 1.1501 1.1391
R3 1.1475 1.1446 1.1376
R2 1.1420 1.1420 1.1371
R1 1.1391 1.1391 1.1366 1.1378
PP 1.1365 1.1365 1.1365 1.1359
S1 1.1336 1.1336 1.1356 1.1323
S2 1.1310 1.1310 1.1351
S3 1.1255 1.1281 1.1346
S4 1.1200 1.1226 1.1331
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1997 1.1926 1.1554
R3 1.1790 1.1719 1.1497
R2 1.1583 1.1583 1.1478
R1 1.1512 1.1512 1.1459 1.1548
PP 1.1376 1.1376 1.1376 1.1394
S1 1.1305 1.1305 1.1421 1.1341
S2 1.1169 1.1169 1.1402
S3 1.0962 1.1098 1.1383
S4 1.0755 1.0891 1.1326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1448 1.1340 0.0108 1.0% 0.0042 0.4% 19% False True 52
10 1.1448 1.1209 0.0239 2.1% 0.0049 0.4% 64% False False 46
20 1.1448 1.1209 0.0239 2.1% 0.0045 0.4% 64% False False 39
40 1.1513 1.1209 0.0304 2.7% 0.0034 0.3% 50% False False 22
60 1.1513 1.0994 0.0519 4.6% 0.0023 0.2% 71% False False 34
80 1.1513 1.0994 0.0519 4.6% 0.0018 0.2% 71% False False 26
100 1.1513 1.0960 0.0553 4.9% 0.0015 0.1% 73% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1629
2.618 1.1539
1.618 1.1484
1.000 1.1450
0.618 1.1429
HIGH 1.1395
0.618 1.1374
0.500 1.1368
0.382 1.1361
LOW 1.1340
0.618 1.1306
1.000 1.1285
1.618 1.1251
2.618 1.1196
4.250 1.1106
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 1.1368 1.1379
PP 1.1365 1.1373
S1 1.1363 1.1367

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

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