CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 1.1186 1.1169 -0.0017 -0.2% 1.1233
High 1.1189 1.1200 0.0011 0.1% 1.1248
Low 1.1163 1.1150 -0.0013 -0.1% 1.1163
Close 1.1173 1.1163 -0.0010 -0.1% 1.1173
Range 0.0026 0.0050 0.0024 92.3% 0.0085
ATR 0.0044 0.0045 0.0000 0.9% 0.0000
Volume 53 108 55 103.8% 305
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 1.1321 1.1292 1.1191
R3 1.1271 1.1242 1.1177
R2 1.1221 1.1221 1.1172
R1 1.1192 1.1192 1.1168 1.1182
PP 1.1171 1.1171 1.1171 1.1166
S1 1.1142 1.1142 1.1158 1.1132
S2 1.1121 1.1121 1.1154
S3 1.1071 1.1092 1.1149
S4 1.1021 1.1042 1.1136
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.1450 1.1396 1.1220
R3 1.1365 1.1311 1.1196
R2 1.1280 1.1280 1.1189
R1 1.1226 1.1226 1.1181 1.1211
PP 1.1195 1.1195 1.1195 1.1187
S1 1.1141 1.1141 1.1165 1.1126
S2 1.1110 1.1110 1.1157
S3 1.1025 1.1056 1.1150
S4 1.0940 1.0971 1.1126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1248 1.1150 0.0098 0.9% 0.0037 0.3% 13% False True 74
10 1.1280 1.1150 0.0130 1.2% 0.0037 0.3% 10% False True 83
20 1.1503 1.1150 0.0353 3.2% 0.0043 0.4% 4% False True 64
40 1.1503 1.1150 0.0353 3.2% 0.0045 0.4% 4% False True 57
60 1.1513 1.1150 0.0363 3.3% 0.0040 0.4% 4% False True 43
80 1.1513 1.1047 0.0466 4.2% 0.0032 0.3% 25% False False 47
100 1.1513 1.0994 0.0519 4.6% 0.0026 0.2% 33% False False 38
120 1.1513 1.0994 0.0519 4.6% 0.0022 0.2% 33% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1413
2.618 1.1331
1.618 1.1281
1.000 1.1250
0.618 1.1231
HIGH 1.1200
0.618 1.1181
0.500 1.1175
0.382 1.1169
LOW 1.1150
0.618 1.1119
1.000 1.1100
1.618 1.1069
2.618 1.1019
4.250 1.0938
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 1.1175 1.1177
PP 1.1171 1.1172
S1 1.1167 1.1168

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

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