CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1.1285 1.1275 -0.0010 -0.1% 1.1174
High 1.1298 1.1277 -0.0021 -0.2% 1.1236
Low 1.1270 1.1244 -0.0026 -0.2% 1.1158
Close 1.1276 1.1253 -0.0023 -0.2% 1.1229
Range 0.0028 0.0033 0.0005 17.9% 0.0078
ATR 0.0051 0.0050 -0.0001 -2.5% 0.0000
Volume 28,733 28,351 -382 -1.3% 139,457
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1357 1.1338 1.1271
R3 1.1324 1.1305 1.1262
R2 1.1291 1.1291 1.1259
R1 1.1272 1.1272 1.1256 1.1265
PP 1.1258 1.1258 1.1258 1.1255
S1 1.1239 1.1239 1.1250 1.1232
S2 1.1225 1.1225 1.1247
S3 1.1192 1.1206 1.1244
S4 1.1159 1.1173 1.1235
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1442 1.1413 1.1272
R3 1.1364 1.1335 1.1250
R2 1.1286 1.1286 1.1243
R1 1.1257 1.1257 1.1236 1.1272
PP 1.1208 1.1208 1.1208 1.1215
S1 1.1179 1.1179 1.1222 1.1194
S2 1.1130 1.1130 1.1215
S3 1.1052 1.1101 1.1208
S4 1.0974 1.1023 1.1186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1298 1.1172 0.0126 1.1% 0.0043 0.4% 64% False False 31,155
10 1.1298 1.1136 0.0162 1.4% 0.0049 0.4% 72% False False 31,089
20 1.1298 1.1080 0.0218 1.9% 0.0057 0.5% 79% False False 24,616
40 1.1503 1.1080 0.0423 3.8% 0.0050 0.4% 41% False False 12,475
60 1.1503 1.1080 0.0423 3.8% 0.0048 0.4% 41% False False 8,333
80 1.1513 1.1080 0.0433 3.8% 0.0045 0.4% 40% False False 6,256
100 1.1513 1.1080 0.0433 3.8% 0.0040 0.4% 40% False False 5,016
120 1.1513 1.0994 0.0519 4.6% 0.0033 0.3% 50% False False 4,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1417
2.618 1.1363
1.618 1.1330
1.000 1.1310
0.618 1.1297
HIGH 1.1277
0.618 1.1264
0.500 1.1261
0.382 1.1257
LOW 1.1244
0.618 1.1224
1.000 1.1211
1.618 1.1191
2.618 1.1158
4.250 1.1104
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1.1261 1.1261
PP 1.1258 1.1258
S1 1.1256 1.1256

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

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