CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 1.1171 1.1165 -0.0006 -0.1% 1.1239
High 1.1171 1.1165 -0.0006 -0.1% 1.1239
Low 1.1158 1.1165 0.0007 0.1% 1.1185
Close 1.1158 1.1165 0.0007 0.1% 1.1185
Range 0.0013 0.0000 -0.0013 -100.0% 0.0054
ATR 0.0022 0.0021 -0.0001 -4.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 1.1165 1.1165 1.1165
R3 1.1165 1.1165 1.1165
R2 1.1165 1.1165 1.1165
R1 1.1165 1.1165 1.1165 1.1165
PP 1.1165 1.1165 1.1165 1.1165
S1 1.1165 1.1165 1.1165 1.1165
S2 1.1165 1.1165 1.1165
S3 1.1165 1.1165 1.1165
S4 1.1165 1.1165 1.1165
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.1365 1.1329 1.1215
R3 1.1311 1.1275 1.1200
R2 1.1257 1.1257 1.1195
R1 1.1221 1.1221 1.1190 1.1212
PP 1.1203 1.1203 1.1203 1.1199
S1 1.1167 1.1167 1.1180 1.1158
S2 1.1149 1.1149 1.1175
S3 1.1095 1.1113 1.1170
S4 1.1041 1.1059 1.1155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1200 1.1158 0.0042 0.4% 0.0007 0.1% 17% False False 1
10 1.1261 1.1158 0.0103 0.9% 0.0004 0.0% 7% False False 1
20 1.1468 1.1158 0.0310 2.8% 0.0002 0.0% 2% False False 2
40 1.1468 1.1158 0.0310 2.8% 0.0002 0.0% 2% False False 2
60 1.1491 1.1158 0.0333 3.0% 0.0002 0.0% 2% False False 38
80 1.1491 1.1098 0.0393 3.5% 0.0002 0.0% 17% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1165
2.618 1.1165
1.618 1.1165
1.000 1.1165
0.618 1.1165
HIGH 1.1165
0.618 1.1165
0.500 1.1165
0.382 1.1165
LOW 1.1165
0.618 1.1165
1.000 1.1165
1.618 1.1165
2.618 1.1165
4.250 1.1165
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 1.1165 1.1179
PP 1.1165 1.1174
S1 1.1165 1.1170

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

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