CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 1.1219 1.1216 -0.0003 0.0% 1.1167
High 1.1237 1.1216 -0.0021 -0.2% 1.1237
Low 1.1219 1.1216 -0.0003 0.0% 1.1153
Close 1.1237 1.1216 -0.0021 -0.2% 1.1216
Range 0.0018 0.0000 -0.0018 -100.0% 0.0084
ATR 0.0027 0.0026 0.0000 -1.5% 0.0000
Volume 1 1 0 0.0% 33
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1216 1.1216 1.1216
R3 1.1216 1.1216 1.1216
R2 1.1216 1.1216 1.1216
R1 1.1216 1.1216 1.1216 1.1216
PP 1.1216 1.1216 1.1216 1.1216
S1 1.1216 1.1216 1.1216 1.1216
S2 1.1216 1.1216 1.1216
S3 1.1216 1.1216 1.1216
S4 1.1216 1.1216 1.1216
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1454 1.1419 1.1262
R3 1.1370 1.1335 1.1239
R2 1.1286 1.1286 1.1231
R1 1.1251 1.1251 1.1224 1.1269
PP 1.1202 1.1202 1.1202 1.1211
S1 1.1167 1.1167 1.1208 1.1185
S2 1.1118 1.1118 1.1201
S3 1.1034 1.1083 1.1193
S4 1.0950 1.0999 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.1153 0.0084 0.7% 0.0014 0.1% 75% False False 6
10 1.1237 1.1153 0.0084 0.7% 0.0013 0.1% 75% False False 3
20 1.1294 1.1153 0.0141 1.3% 0.0007 0.1% 45% False False 3
40 1.1468 1.1153 0.0315 2.8% 0.0004 0.0% 20% False False 3
60 1.1491 1.1153 0.0338 3.0% 0.0003 0.0% 19% False False 23
80 1.1491 1.1140 0.0351 3.1% 0.0003 0.0% 22% False False 31
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1216
2.618 1.1216
1.618 1.1216
1.000 1.1216
0.618 1.1216
HIGH 1.1216
0.618 1.1216
0.500 1.1216
0.382 1.1216
LOW 1.1216
0.618 1.1216
1.000 1.1216
1.618 1.1216
2.618 1.1216
4.250 1.1216
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 1.1216 1.1212
PP 1.1216 1.1208
S1 1.1216 1.1204

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

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