CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1.1291 1.1421 0.0130 1.2% 1.1283
High 1.1291 1.1421 0.0130 1.2% 1.1421
Low 1.1291 1.1421 0.0130 1.2% 1.1255
Close 1.1291 1.1421 0.0130 1.2% 1.1421
Range
ATR 0.0036 0.0043 0.0007 18.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1421 1.1421 1.1421
R3 1.1421 1.1421 1.1421
R2 1.1421 1.1421 1.1421
R1 1.1421 1.1421 1.1421 1.1421
PP 1.1421 1.1421 1.1421 1.1421
S1 1.1421 1.1421 1.1421 1.1421
S2 1.1421 1.1421 1.1421
S3 1.1421 1.1421 1.1421
S4 1.1421 1.1421 1.1421
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1864 1.1808 1.1512
R3 1.1698 1.1642 1.1467
R2 1.1532 1.1532 1.1451
R1 1.1476 1.1476 1.1436 1.1504
PP 1.1366 1.1366 1.1366 1.1380
S1 1.1310 1.1310 1.1406 1.1338
S2 1.1200 1.1200 1.1391
S3 1.1034 1.1144 1.1375
S4 1.0868 1.0978 1.1330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1255 0.0166 1.5% 0.0000 0.0% 100% True False 1
10 1.1421 1.1250 0.0171 1.5% 0.0000 0.0% 100% True False 1
20 1.1421 1.1061 0.0360 3.2% 0.0006 0.1% 100% True False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1421
2.618 1.1421
1.618 1.1421
1.000 1.1421
0.618 1.1421
HIGH 1.1421
0.618 1.1421
0.500 1.1421
0.382 1.1421
LOW 1.1421
0.618 1.1421
1.000 1.1421
1.618 1.1421
2.618 1.1421
4.250 1.1421
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1.1421 1.1393
PP 1.1421 1.1366
S1 1.1421 1.1338

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

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