CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 1.1304 1.1245 -0.0059 -0.5% 1.1356
High 1.1304 1.1245 -0.0059 -0.5% 1.1381
Low 1.1304 1.1245 -0.0059 -0.5% 1.1304
Close 1.1304 1.1245 -0.0059 -0.5% 1.1304
Range
ATR 0.0031 0.0033 0.0002 6.6% 0.0000
Volume 1 1 0 0.0% 160
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1245 1.1245 1.1245
R3 1.1245 1.1245 1.1245
R2 1.1245 1.1245 1.1245
R1 1.1245 1.1245 1.1245 1.1245
PP 1.1245 1.1245 1.1245 1.1245
S1 1.1245 1.1245 1.1245 1.1245
S2 1.1245 1.1245 1.1245
S3 1.1245 1.1245 1.1245
S4 1.1245 1.1245 1.1245
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1561 1.1509 1.1346
R3 1.1484 1.1432 1.1325
R2 1.1407 1.1407 1.1318
R1 1.1355 1.1355 1.1311 1.1343
PP 1.1330 1.1330 1.1330 1.1323
S1 1.1278 1.1278 1.1297 1.1266
S2 1.1253 1.1253 1.1290
S3 1.1176 1.1201 1.1283
S4 1.1099 1.1124 1.1262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1346 1.1245 0.0101 0.9% 0.0000 0.0% 0% False True 1
10 1.1381 1.1245 0.0136 1.2% 0.0003 0.0% 0% False True 32
20 1.1491 1.1245 0.0246 2.2% 0.0001 0.0% 0% False True 94
40 1.1491 1.1130 0.0361 3.2% 0.0002 0.0% 32% False False 59
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 1.1245
2.618 1.1245
1.618 1.1245
1.000 1.1245
0.618 1.1245
HIGH 1.1245
0.618 1.1245
0.500 1.1245
0.382 1.1245
LOW 1.1245
0.618 1.1245
1.000 1.1245
1.618 1.1245
2.618 1.1245
4.250 1.1245
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 1.1245 1.1296
PP 1.1245 1.1279
S1 1.1245 1.1262

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

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