CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1.1299 1.1264 -0.0035 -0.3% 1.1195
High 1.1305 1.1264 -0.0041 -0.4% 1.1243
Low 1.1286 1.1263 -0.0023 -0.2% 1.1193
Close 1.1286 1.1263 -0.0023 -0.2% 1.1239
Range 0.0019 0.0001 -0.0018 -94.7% 0.0050
ATR 0.0029 0.0029 0.0000 -1.5% 0.0000
Volume 122 42 -80 -65.6% 69
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1266 1.1266 1.1264
R3 1.1265 1.1265 1.1263
R2 1.1264 1.1264 1.1263
R1 1.1264 1.1264 1.1263 1.1264
PP 1.1263 1.1263 1.1263 1.1263
S1 1.1263 1.1263 1.1263 1.1263
S2 1.1262 1.1262 1.1263
S3 1.1261 1.1262 1.1263
S4 1.1260 1.1261 1.1262
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1375 1.1357 1.1267
R3 1.1325 1.1307 1.1253
R2 1.1275 1.1275 1.1248
R1 1.1257 1.1257 1.1244 1.1266
PP 1.1225 1.1225 1.1225 1.1230
S1 1.1207 1.1207 1.1234 1.1216
S2 1.1175 1.1175 1.1230
S3 1.1125 1.1157 1.1225
S4 1.1075 1.1107 1.1212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1205 0.0100 0.9% 0.0016 0.1% 58% False False 44
10 1.1305 1.1174 0.0131 1.2% 0.0014 0.1% 68% False False 27
20 1.1305 1.1118 0.0187 1.7% 0.0011 0.1% 78% False False 14
40 1.1440 1.1118 0.0322 2.9% 0.0009 0.1% 45% False False 9
60 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 41% False False 7
80 1.1491 1.1118 0.0373 3.3% 0.0005 0.0% 39% False False 25
100 1.1491 1.1118 0.0373 3.3% 0.0004 0.0% 39% False False 28
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1268
2.618 1.1267
1.618 1.1266
1.000 1.1265
0.618 1.1265
HIGH 1.1264
0.618 1.1264
0.500 1.1264
0.382 1.1263
LOW 1.1263
0.618 1.1262
1.000 1.1262
1.618 1.1261
2.618 1.1260
4.250 1.1259
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1.1264 1.1278
PP 1.1263 1.1273
S1 1.1263 1.1268

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

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