CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1.1438 1.1451 0.0013 0.1% 1.1291
High 1.1438 1.1451 0.0013 0.1% 1.1451
Low 1.1438 1.1451 0.0013 0.1% 1.1291
Close 1.1438 1.1451 0.0013 0.1% 1.1451
Range
ATR 0.0036 0.0034 -0.0002 -4.5% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1451 1.1451 1.1451
R3 1.1451 1.1451 1.1451
R2 1.1451 1.1451 1.1451
R1 1.1451 1.1451 1.1451 1.1451
PP 1.1451 1.1451 1.1451 1.1451
S1 1.1451 1.1451 1.1451 1.1451
S2 1.1451 1.1451 1.1451
S3 1.1451 1.1451 1.1451
S4 1.1451 1.1451 1.1451
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1878 1.1824 1.1539
R3 1.1718 1.1664 1.1495
R2 1.1558 1.1558 1.1480
R1 1.1504 1.1504 1.1466 1.1531
PP 1.1398 1.1398 1.1398 1.1411
S1 1.1344 1.1344 1.1436 1.1371
S2 1.1238 1.1238 1.1422
S3 1.1078 1.1184 1.1407
S4 1.0918 1.1024 1.1363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1291 0.0160 1.4% 0.0005 0.0% 100% True False 2
10 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 100% True False 1
20 1.1482 1.1238 0.0244 2.1% 0.0003 0.0% 87% False False 47
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 84% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1451
2.618 1.1451
1.618 1.1451
1.000 1.1451
0.618 1.1451
HIGH 1.1451
0.618 1.1451
0.500 1.1451
0.382 1.1451
LOW 1.1451
0.618 1.1451
1.000 1.1451
1.618 1.1451
2.618 1.1451
4.250 1.1451
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1.1451 1.1442
PP 1.1451 1.1433
S1 1.1451 1.1424

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

View Archives - Comment on this page... - Back to Index of Symbols